4.4 Article

On linear stability of predictor-corrector algorithms for fractional differential equations

Journal

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
Volume 87, Issue 10, Pages 2281-2290

Publisher

TAYLOR & FRANCIS LTD
DOI: 10.1080/00207160802624331

Keywords

fractional differential equation; predictor-corrector; product integration rule; stability

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This paper deals with the numerical approximation of differential equations of fractional order by means of predictor-corrector algorithms. A linear stability analysis is performed and the stability regions of different methods are compared. Furthermore the effects on stability of multiple corrector iterations are verified.

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