scholarly journals Error analysis of an L2-type method on graded meshes for a fractional-order parabolic problem

2020 ◽  
Vol 90 (327) ◽  
pp. 19-40
Author(s):  
Natalia Kopteva
Author(s):  
Lu Bai ◽  
Dingyü Xue

A numerical algorithm is presented to solve the initial value problem of linear and nonlinear Caputo fractional-order differential equations. Firstly, nonzero initial value problem should be transformed into zero initial value problem. Error analysis has been done to polynomial algorithm, the reason has been found why the calculation error of the algorithm is large. A new algorithm called exponential function algorithm is proposed based on the analysis. The obtained fractional-order differential equation is transformed into difference equation. If the differential equation is linear, the obtained difference equation is explicit, the numerical solution can be solved directly; otherwise, the obtained difference equation is implicit, the predictor of the numerical solution can be obtained with extrapolation algorithm, substitute the predictor into the equation, the corrector can be solved. Error analysis has been done to the new algorithm, the algorithm is of first order.


2016 ◽  
Vol 19 (1) ◽  
pp. 266-278
Author(s):  
Jinwen Pan ◽  
Qing Gao ◽  
Jianbin Qiu ◽  
Yong Wang

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