Explicit methods for fractional differential equations and their stability properties

• Autores: Luciano Galeone, Roberto Garrappa
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 228, Nº 2, 2009 (Ejemplar dedicado a: Innovative methods for solving evolutionary problems), págs. 548-560
• Idioma: inglés
• DOI: 10.1016/j.cam.2008.03.025
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• Resumen

  • The use of explicit methods in the numerical treatment of differential equations of fractional order is an area not yet widely investigated. In this paper stability properties of some multistep methods of explicit type are investigated and new methods with larger intervals of stability are proposed. Some numerical experiments are presented in order to validate theoretical results.