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Zbl 1009.65049
Diethelm, Kai; Ford, Neville J.; Freed, Alan D.
A predictor-corrector approach for the numerical solution of fractional differential equations.
(English)
[J] Nonlinear Dyn. 29, No.1-4, 3-22 (2002). ISSN 0924-090X; ISSN 1573-269X/e

Summary: 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.
MSC 2000:
*65L06 Multistep, Runge-Kutta, and extrapolation methods
65L05 Initial value problems for ODE (numerical methods)
26A33 Fractional derivatives and integrals (real functions)
34A34 Nonlinear ODE and systems, general

Keywords: fractional differential equation; Caputo derivative; predictor-corrector method; Adams method

Cited in: Zbl 1194.93087

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Scientific prize winners of the ICM 2010
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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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