A modified quasilinearization method for fractional differential equations and its applications

作者:

Highlights:

• A modification on quasilinearization method for FDE has been proposed.

• The proposed method relaxes the monotone condition on the derivative of F(t, x).

• The method is illustrated using examples and compared with recent numerical methods.

• More robust with less computational complexity compared to existing quasilinearization.

• Performs even better than the generalised quasilinearization in some cases.

摘要

•A modification on quasilinearization method for FDE has been proposed.•The proposed method relaxes the monotone condition on the derivative of F(t, x).•The method is illustrated using examples and compared with recent numerical methods.•More robust with less computational complexity compared to existing quasilinearization.•Performs even better than the generalised quasilinearization in some cases.

论文关键词:Caputo’s fractional derivative,Fractional order Riccati equation,Monotone iterative technique,Quasilinearization

论文评审过程:Received 1 January 2014, Revised 1 October 2014, Accepted 26 May 2015, Available online 18 June 2015, Version of Record 18 June 2015.

论文官网地址:https://doi.org/10.1016/j.amc.2015.05.132