High-order methods for systems of fractional ordinary differential equations and their application to time-fractional diffusion equations

Taking into account the regularity properties of the solutions of fractional differential equations, we develop a numerical method which is able to deal, with the same accuracy, with both smooth and nonsmooth solutions of systems of fractional ordinary differential equations of the Caputo-type. We p...

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Detalhes bibliográficos
Autor principal: Ferrás, Luís Jorge Lima (author)
Outros Autores: Ford, Neville (author), Morgado, Maria Luisa (author), Rebelo, Magda (author)
Formato: article
Idioma:eng
Publicado em: 2021
Assuntos:
Texto completo:https://hdl.handle.net/1822/66733
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/66733
Descrição
Resumo:Taking into account the regularity properties of the solutions of fractional differential equations, we develop a numerical method which is able to deal, with the same accuracy, with both smooth and nonsmooth solutions of systems of fractional ordinary differential equations of the Caputo-type. We provide the error analysis of the numerical method and we illustrate its feasibility and accuracy through some numerical examples. Finally, we solve the time-fractional diffusion equation using a combination of the method of lines and the newly developed hybrid method.