系统仿真学报 ›› 2018, Vol. 30 ›› Issue (2): 421-426.doi: 10.16182/j.issn1004731x.joss.201802007

• 仿真建模理论与方法 • 上一篇    下一篇

分数阶微分方程组的一种高精度数值算法

栾新1, 辛佳1, 宋大雷2, 赵维加3   

  1. 1.中国海洋大学信息科学与工程学院,青岛 266100;
    2.中国海洋大学工程学院,青岛 266100;
    3.青岛大学数学与统计学院,青岛 266071
  • 收稿日期:2015-12-31 出版日期:2018-02-08 发布日期:2019-01-02
  • 作者简介:栾新(1969-),女,山东龙口,博士,教授,研究方向为图形图像处理;辛佳(1988-),女,山东青岛,博士生,研究方向为图形图像处理;宋大雷(1971-),男,黑龙江哈尔滨,博士,教授,研究方向为机器视觉与图像处理技术。
  • 基金资助:
    国家自然科学基金(11426141)

High Order Numerical Method for System of Fractional Differential Equations

Luan Xin1, Xin Jia1, Song Dalei2, Zhao Weijia3   

  1. 1.College of Information Science & Engineering, Ocean University of China, Qingdao 266100, China;
    2.College of Engineering, Ocean University of China, Qingdao 266100, China;
    3.College of Mathematics & Statistics, Qingdao University, Qingdao 266071, China;
  • Received:2015-12-31 Online:2018-02-08 Published:2019-01-02

摘要: 根据谱延迟校正法的思想来设计求解分数阶微分方程组初值问题的高精度格式,减少离散非局部的分数阶微积分算子时节点的使用量。基于分数阶微分方程和Volterra积分方程的等价性,从Volterra积分方程中推导出了残差函数误差方程,并采用谱延迟校正的思想来构造一种求解带有Caputo导数算子的分数阶微分方程组初值问题的高精度数值算法。该算法可以使用相对较少的节点来获得较高精度的数值解,从而有效地减小了由于Caputo导数算子的非局部性特征而带来的巨大计算量。通过数值实验验证了提出的新方法的高精度和有效性。

关键词: 分数阶微分方程组, Caputo导数算子, 残差函数, 误差方程, 谱延迟校正法

Abstract: A spectral deferred correction method for classical ordinary differential equations is extended and reconstructed to solve a system of fractional differential equations (FDES) by accelerating the convergence of lower order schemes. Based on the residual function and the error equation deduced from Volterra integral equations equivalent to the fractional differential equations, a new high order numerical method for a system of FDES is constructed according to the idea of spectral deferred correction. The proposed method allows that one can use a relatively few nodes to obtain the high accuracy numerical solutions of FDES without the penalty of a huge computational cost due to the non-locality of Caputo derivative. The numerical experiments verify the high accuracy and efficiency of the method.

Key words: system of fractional differential equations, Caputo derivative, residual function, error equation, spectral deferred correction method

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