American Institute of Mathematical Sciences

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June  2006, 5(2): 289-307. doi: 10.3934/cpaa.2006.5.289

Comparison of numerical methods for fractional differential equations

Joseph A. Connolly 1, and  Neville J. Ford 1,

1. 

Department of Mathematics, University of Chester, Parkgate Road, Chester CH1 4BJ, United Kingdom, United Kingdom

Received  March 2005 Revised  June 2005 Published  March 2006

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: fractional differential equations., efficiency, Numerical methods.
Mathematics Subject Classification: Primary: 65L05, 65R20; Secondary: 65L7.
Citation: Joseph A. Connolly, Neville J. Ford. Comparison of numerical methods for fractional differential equations. Communications on Pure and Applied Analysis, 2006, 5 (2) : 289-307. doi: 10.3934/cpaa.2006.5.289
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