A high order numerical scheme for variable order fractional ordinary differential equation. (November 2016)

• Record Type: Journal Article
• Authors: Cao, Jianxiong; Qiu, Yanan
• Is Part Of: Applied mathematics letters. Volume 61(2016:Nov.)
• Page Start: 88
• Page End: 94
• Publication Date: 2016-11
• Subjects: Variable order fractional differential equation -- Riemann–Liouville derivative -- Caputo derivative -- Stability -- Convergence; Applied mathematics -- Periodicals; 519.05
• DOI: 10.1016/j.aml.2016.05.012
• Languages: English
• ISSNs: 0893-9659

Abstract

Abstract: In this paper, we derive a high order numerical scheme for variable order fractional ordinary differential equation by establishing a second order numerical approximation to variable order Riemann–Liouville fractional derivative. The scheme is strictly proved to be stable and convergent with second order accuracy, which is higher than some recently derived schemes. Finally, some numerical examples are presented to demonstrate the theoretical analysis and verify the efficiency of the proposed method.