Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (4): 533-545.doi: 10.3969/j.issn.1005-3085.2015.04.007

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Optimal Convergence Order Analysis of a Block-by-block Algorithm for Fractional Differential Equations

WANG Zi-qiang,   CAO Jun-ying   

  1. College of Science, Guizhou Minzu University, Guiyang 550025
  • Received:2014-01-27 Accepted:2014-09-11 Online:2015-08-15 Published:2015-10-15
  • Contact: J. Cao.E-mail address: caojunying1000@126.com
  • Supported by:
    The Special Funds for National Basic Research Program of China (2012CB025904); the Tianyuan Special Funds of the National Natural Science Foundation of China (11426074); the Foundation of Guizhou Science and Technology Department ([2014]2098; [2013]2144); the Foundation of Guizhou Education Department ([2013]405).

Abstract:

The classic block-by-block method is a highly efficient numerical method to solve the integral equation. Using the classic block-by-block method, researchers have successfully constructed higher order numerical methods for nonlinear fractional ordinary differential equ-ation, and made preliminary analysis on the convergence of this numerical method. But the results of numerical experiments show that the theoretical analysis does not achieve the optimal error estimate order. Based on the Taylor formula and integral mean value theorem, this article makes a thorough analyses on the block-by-block method of nonlinear fractional ordinary differential equations and obtains the optimal error estimate order. Finally numerical experiments are carried out to support the theoretical claims.

Key words: fractional differential equation, block-by-block algorithm, convergence analysis, Caputo derivative

CLC Number: