Abstract

In this paper, we propose an efficient method for constructing numerical algorithms for solving the fractional initial value problem by using the Pade approximation of fractional derivative operators. We regard the Grunwald–Letnikov fractional derivative as a kind of Taylor series and get the approximation equation of the Taylor series by Pade approximation. Based on the approximation equation, we construct the corresponding numerical algorithms for the fractional initial value problem. Finally, we use some examples to illustrate the applicability and efficiency of the proposed technique.

Highlights

  • Fractional differential equations were successfully applied to many problems in engineering, physics, chemistry, biology, economics, control theory, biophysics, and so on [1,2,3,4,5]

  • We propose an efficient method for constructing numerical algorithms for solving the fractional initial value problem by using the Pade approximation of fractional derivative operators. e advantage of the proposed technique is that efficient numerical methods can be constructed without calculation of long historical terms of the fractional derivative

  • Pade approximation [21] is believed to be the best approximation of a function by rational functions of a given order

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Summary

Introduction

Fractional differential equations were successfully applied to many problems in engineering, physics, chemistry, biology, economics, control theory, biophysics, and so on [1,2,3,4,5]. We propose an efficient method for constructing numerical algorithms for solving the fractional initial value problem by using the Pade approximation of fractional derivative operators. E advantage of the proposed technique is that efficient numerical methods can be constructed without calculation of long historical terms of the fractional derivative. Algorithm 5 is a technique which is easy to manipulate This method involves huge computational work when T ≫ 0 because in general, these methods need to compute many terms to get the approximation to the fractional derivative. We put forward a reliable method for the construction of numerical algorithms for solving the fractional differential initial value problem by using Pade approximation to fractional derivative operators.

Some Basics for Pade Approximation
Some Implicit Multistep Algorithms for the Fractional Initial Value Problem
Numerical Tests
Conclusion

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