中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 计算数学与科学工程计算研究所
The Grunwald-Letnikov method for fractional differential equations

文献类型：期刊论文

作者Scherer, Rudolf1; Kalla, Shyam L.2; Tang, Yifa3; Huang, Jianfei3
刊名COMPUTERS & MATHEMATICS WITH APPLICATIONS
出版日期2011-08-01
卷号62期号:3页码:902-917
关键词Fractional derivatives Fractional differential equations Grunwald-Letnikov approximation Difference methods Binomial coefficients Stability
ISSN号0898-1221
DOI10.1016/j.camwa.2011.03.054
英文摘要This paper is devoted to the numerical treatment of fractional differential equations. Based on the Grunwald-Letnikov definition of fractional derivatives, finite difference schemes for the approximation of the solution are discussed. The main properties of these explicit and implicit methods concerning the stability, the convergence and the error behavior are studied related to linear test equations. The asymptotic stability and the absolute stability of these methods are proved. Error representations and estimates for the truncation, propagation and global error are derived. Numerical experiments are given. (C) 2011 Elsevier Ltd. All rights reserved.
资助项目ITMSFA of the National Science Fund-Ministry of Education, Youth and Science of Bulgaria[02/25/2009] ; State Key Laboratory of Scientific and Engineering Computing, Chinese Academy of Sciences
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000294083500008
出版者PERGAMON-ELSEVIER SCIENCE LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/12485]  
专题计算数学与科学工程计算研究所
通讯作者Scherer, Rudolf
作者单位1.Karlsruhe Inst Technol, Inst Appl & Numer Math, D-76128 Karlsruhe, Germany
2.Vyas Inst Higher Educ, Inst Math, Jodhpur, Rajasthan, India
3.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Scherer, Rudolf,Kalla, Shyam L.,Tang, Yifa,et al. The Grunwald-Letnikov method for fractional differential equations[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS,2011,62(3):902-917.
APA Scherer, Rudolf,Kalla, Shyam L.,Tang, Yifa,&Huang, Jianfei.(2011).The Grunwald-Letnikov method for fractional differential equations.COMPUTERS & MATHEMATICS WITH APPLICATIONS,62(3),902-917.
MLA Scherer, Rudolf,et al."The Grunwald-Letnikov method for fractional differential equations".COMPUTERS & MATHEMATICS WITH APPLICATIONS 62.3(2011):902-917.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。