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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