A kind of product integration scheme for solving fractional ordinary differential equations

作者：Zhao, Jingjun; Li, Yu; Xu, Yang^*

来源：Applied Numerical Mathematics, 2019, 136: 279-292.

DOI：10.1016/j.apnum.2018.10.014

• Fractional differential equation
• Caputo fractional derivative
• Local Fourier expansion
• Product integration

In this paper, we construct a kind of product integration scheme for the nonlinear fractional ordinary differential equation. We design the scheme by considering the equivalent Volterra integral equation and using the idea of local Fourier expansion. We prove the high accuracy property of the new scheme and provide the stability analysis. Numerical experiments demonstrate the effectiveness of the scheme.

• 出版日期2019-2
• 单位哈尔滨工业大学; 黑龙江八一农垦大学