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Communications on Pure and Applied Analysis (CPAA)
 

Comparison of numerical methods for fractional differential equations

Pages: 289 - 307, Volume 5, Issue 2, June 2006      doi:10.3934/cpaa.2006.5.289

 
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Joseph A. Connolly - Department of Mathematics, University of Chester, Parkgate Road, Chester CH1 4BJ, United Kingdom (email)
Neville J. Ford - Department of Mathematics, University of Chester, Parkgate Road, Chester CH1 4BJ, United Kingdom (email)

Abstract: In this paper we present a comparison of numerical methods for the solution of single term fractional differential equations. We review five available methods and use a graphical technique to compare their relative merits. We conclude by giving recommendations on the choice of efficient methods for any given single term fractional differential equation.

Keywords:  Numerical methods, efficiency, fractional differential equations.
Mathematics Subject Classification:  Primary: 65L05, 65R20; Secondary: 65L70.

Received: March 2005;      Revised: June 2005;      Available Online: March 2006.