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Using the Euler's method to solve ordinary differential equations of higher order with a mixture of integer and Caputo derivatives

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EN
Abstrakty
EN
In this paper we present an application of the Euler's method to the numerical solution of fractional ordinary differential equations. These equations include both a classical differential operator of integer order and the fractional one defined in the Caputo sense. Our previous work was limited to the order of fractional derivative α ∈ (0,1) . This study considers numerical schemes for higher orders of a fractional derivative. We then compare our schemes with analytical solutions in order to show their good numerical precision.
Rocznik
Strony
31--40
Opis fizyczny
Bibliogr. 15 poz., rys., tab.
Twórcy
Bibliografia
  • [1] Blank L., Numerical treatment of differential equations of fractional order, Numerical Analysis Report 287, Manchester Centre for Numerical Computational Mathematics 1996.
  • [2] Diethelm K., Ford N.J., Freed A.D., Luchko Y., Algorithms for the fractional calculus: A selection of numerical methods, Computer Methods in Applied Mechanics and Engineering 2005, 194, 743-773.
  • [3] Diethelm K., Luchko Y., Numerical solution of linear multi-term differential equations of fractional order, Technical report, TU Braunschweig 2001.
  • [4] Ford N.J., Connolly J.A., Comparison of numerical methods for fractional differential equations, CPAA 2006, 5, 289-307.
  • [5] Heymans N., Podlubny I., Physical interpretation of initial conditions for fractional differential equations with Riemann-Liouville fractional derivatives, Rheologica Acta 2006, 45, 765-771(7).
  • [6] Gorenflo R., Mainardi F., Moretti D., Pagnini G., Paradisi P., Discrete random walk models for space-time fractional diffusion, Chemical Physics 2002, 284, 521-541.
  • [7] El-Sayed A.M.A., El-Mesiry A.E.M., El-Saka H.A.A., Numerical solution for multi-term fractional (arbitrary) orders differential equations, Computational and Applied Mathematics 2004, 23, 33-54.
  • [8] Leszczynski J.S., Blaszczyk T., A novel numerical techique used in the solution of ordinary differential equations with a mixture of integer and fractional derivatives, Numerical Algorithms 2007 (in print).
  • [9] Palczewski A., Ordinary differential equations: theory and numerical methods, WNT, Warsaw 1999 (in Polish).
  • [10] Gear C.W., Numerical initial value problems in ordinary differential equation, Prentice-Hall, Englewood Cliffs 1971.
  • [11] Caputo M., Linear models of dissipation whose Q is almost frequency independent, Part II, Geophys. J. R. Astr. Soc. 1967, 13, 529-539.
  • [12] Oldham K.B., Spanier J., The fractional calculus. Theory and applications of differentiation and integration to arbitrary order, Academic Press, New York 1974.
  • [13] Podlubny I., Fractional Differential Equations, Academic Press, San Diego 1999.
  • [14] Samko S.G., Kilbas A.A., Marichev O.I., Integrals and derivatives of fractional order and same of their applications, Gordon and Breach, London 1993.
  • [15] Miller K.S., Ross B., An introduction to the fractional differential equations, Wiley and Sons, New York 1993.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BPC6-0019-0006
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