On accurate product integration rules for linear fractional differential equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:235

Article

Garrappa, Roberto¹  Popolizio, Marina¹ 

[1] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy

关键词: Fractional differential equation;    Linear problem;    Product integration;    Mittag-Leffler function;    Accuracy Contour integral;   

DOI  :  10.1016/j.cam.2010.07.008

来源: Elsevier

【 摘 要 】

This paper addresses the numerical solution of linear fractional differential equations with a forcing term. Competitive and highly accurate Product Integration rules are derived by starting from an equivalent formulation in terms of a Volterra integral equation with a generalized Mittag-Leffler function in the kernel. The error analysis is reported and aspects related to the computational complexity are treated. Numerical tests confirming the theoretical findings are presented. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

Free