A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

(with N. J. Ford and A. D. Freed)


Nonlinear Dynamics 29 (2002), 3-22. [MR 2003h:65085; Zbl. Math. 1009.65049]


2000 Mathematics Subject Classification: Primary 65L05, 65L06; Secondary 65R20.

Key words: Fractional differential equation, single-term equation, multi-term equation, predictor-corrector method, Caputo derivative, Adams method


Abstract

We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.

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