A new family of predictor-corrector methods for solving fractional differential equations

作者:

Highlights:

摘要

In the present paper, we propose a new family of six predictor-corrector methods to solve non-linear fractional differential equations (FDEs) of the form Dαy(t)=f(t,y(t)),0<α<1, where Dα denotes the αth order Caputo derivative and perform the stability and error analysis. Further, we extend these methods for solving systems of FDEs. The proposed methods have higher order accuracy and their execution time is drastically reduced as compared to existing methods such as fractional Adams method (FAM) and new predictor-corrector method (NPCM). They require only 10% of the time taken by FAM and 20% of the NPCM. Further, these methods converge for very small values of α when FAM and NPCM fail. We illustrate the applicability of the proposed methods by solving a variety of examples and some chaotic systems.

论文关键词:Caputo derivative,Backward difference formula,Predictor corrector method,Stability analysis,Fractional differential equations

论文评审过程:Received 9 April 2019, Revised 17 July 2019, Accepted 29 July 2019, Available online 9 August 2019, Version of Record 9 August 2019.

论文官网地址:https://doi.org/10.1016/j.amc.2019.124633