An algorithm for the numerical solution of differential equations of fractional order

Electronic Transactions on Numerical Analysis

Volumn 5, Issue , 1997, Pages 1-6

  Diethelm, Kai ^a  

^a UNIVERSITY OF HILDESHEIM   (Germany)

Author keywords

Differential equation; Fractional derivative; Implicit method; Numerical solution; Quadrature formula; Riemann Liouville derivative

Indexed keywords

EID: 0001618393     PISSN: 10689613     EISSN: 10689613     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. L. BLANK, Numerical treatment of differential equations of fractional order, Numerical Analysis Report 287, Manchester Centre for Computational Mathematics, 1996.
2. K. DIETHELM, Generalized compound quadrature formulae for finite-part integrals, IMA J. Numer. Anal., (to appear).
3. D. ELLIOTT, An asymptotic analysis of two algorithms for certain Hadamard finite-part integrals, IMA J. Numer. Anal., 13 (1993), pp. 445-462.
4. L. GAUL, P. KLEIN, AND S. KEMPFLE, Damping description involving fractional operators, Mech. Systems Signal Processing, 5 (1991), pp. 81-88.
5. R. GORENFLO AND R. RUTMAN, On ultraslow and intermediate processes, in Transform Methods and Special Functions, P. Rusev, I. Dimovski, and V. Kiryakova, eds., Sofia, 1995, pp. 61-81.
6. K. B. OLDHAM AND J. SPANIER, The Fractional Calculus, vol. 111 of Mathematics in Science and Engineering, Academic Press, New York, London, 1974.