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

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Abstract

We discuss an Adams-type predictor-corrector method for the numericalsolution of fractional differential equations. The method may be usedboth for linear and for nonlinear problems, and it may be extended tomulti-term equations (involving more than one differential operator)too.

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Authors and Affiliations

  1. Institut für Angewandte Mathematik, Technische Universität Braunschweig, Pockelsstr. 14, D-38106, Braunschweig, Germany

    Kai Diethelm

  2. Department of Mathematics, Chester College, Parkgate Road, Chester, CH1 4BJ, United Kingdom

    Neville J. Ford

  3. Polymers Branch, NASA's John H. Glenn Research Center at Lewis Field, MS 49-3, 21000 Brookpark Road, Cleveland, OH, 44135, U.S.A

    Alan D. Freed

Authors
  1. Kai Diethelm
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  2. Neville J. Ford
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  3. Alan D. Freed
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Diethelm, K., Ford, N.J. & Freed, A.D. A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations. Nonlinear Dynamics 29, 3–22 (2002). https://doi.org/10.1023/A:1016592219341

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