Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation

The article proposes a nonlocal explicit finite-difference scheme for the numerical solution of a nonlinear, ordinary differential equation with a derivative of a fractional variable order of the Gerasimov–Caputo type. The questions of approximation, convergence, and stability of this scheme are stu...

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Main Authors: Roman Parovik, Dmitriy Tverdyi
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/26/3/55
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author Roman Parovik
Dmitriy Tverdyi
author_facet Roman Parovik
Dmitriy Tverdyi
author_sort Roman Parovik
collection DOAJ
description The article proposes a nonlocal explicit finite-difference scheme for the numerical solution of a nonlinear, ordinary differential equation with a derivative of a fractional variable order of the Gerasimov–Caputo type. The questions of approximation, convergence, and stability of this scheme are studied. It is shown that the nonlocal finite-difference scheme is conditionally stable and converges to the first order. Using the fractional Riccati equation as an example, the computational accuracy of the numerical method is analyzed. It is shown that with an increase in the nodes of the computational grid, the order of computational accuracy tends to unity, i.e., to the theoretical value of the order of accuracy.
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spelling doaj.art-bb42b76cdaa448f48f26c2cbe24437902023-11-22T14:07:09ZengMDPI AGMathematical and Computational Applications1300-686X2297-87472021-07-012635510.3390/mca26030055Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order EquationRoman Parovik0Dmitriy Tverdyi1Institute of Cosmophysical Research and Radio Wave Propagation, Far Eastern Branch of the Russian Academy of Sciences, 684034 Kamchatskiy Kray, RussiaFaculty of Physics and Mathematics, Vitus Bering Kamchatka State University, 683032 Petropavlovsk-Kamchatskiy, RussiaThe article proposes a nonlocal explicit finite-difference scheme for the numerical solution of a nonlinear, ordinary differential equation with a derivative of a fractional variable order of the Gerasimov–Caputo type. The questions of approximation, convergence, and stability of this scheme are studied. It is shown that the nonlocal finite-difference scheme is conditionally stable and converges to the first order. Using the fractional Riccati equation as an example, the computational accuracy of the numerical method is analyzed. It is shown that with an increase in the nodes of the computational grid, the order of computational accuracy tends to unity, i.e., to the theoretical value of the order of accuracy.https://www.mdpi.com/2297-8747/26/3/55fractional variable order derivativeexplicit finite-difference schemestabilityconvergencecomputational accuracy
spellingShingle Roman Parovik
Dmitriy Tverdyi
Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
Mathematical and Computational Applications
fractional variable order derivative
explicit finite-difference scheme
stability
convergence
computational accuracy
title Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
title_full Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
title_fullStr Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
title_full_unstemmed Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
title_short Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
title_sort some aspects of numerical analysis for a model nonlinear fractional variable order equation
topic fractional variable order derivative
explicit finite-difference scheme
stability
convergence
computational accuracy
url https://www.mdpi.com/2297-8747/26/3/55
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