A variable step size numerical method based on fractional type quadratures for linear integro-differential equations

Authors:
E. Cuesta
Affiliations:
Department of Applied Mathematics, University of Valladolid, E.U.P. 47014, Spain
Venue:
Advances in Engineering Software
Year:
2010

Citing 6
Cited 0

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Theory and Applications of Fractional Differential Equations, Volume 204 (North-Holland Mathematics Studies)

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Abstract

In this work a discretization in time of variable step size of the convolution equation u(t)=@!"0^t(t-s)^@a^-^1u(s)ds, based on a fractional type quadrature is studied. The convergence is directly proved thanks to a suitable representation of the error by means of Peano kernels. Practical illustrations showing the efficiency of our numerical scheme are provided.