Comparison of numerical methods for fractional differential equations

Joseph A. Connolly; Neville J. Ford

doi:10.3934/cpaa.2006.5.289

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2006, Volume 5, Issue 2: 289-307. Doi: 10.3934/cpaa.2006.5.289

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Comparison of numerical methods for fractional differential equations

Joseph A. Connolly¹ and
Neville J. Ford^1,

1.
Department of Mathematics, University of Chester, Parkgate Road, Chester CH1 4BJ

Received: March 2005

Revised: June 2005

Published: June 2006

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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.

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Mathematics Subject Classification: Primary: 65L05, 65R20; Secondary: 65L70.

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