Numerical solution of fractional-order ordinary differential equations using the reformulated infinite state representation

Author:

Hinze Matthias1,Schmidt André1,Leine Remco I.1

Affiliation:

1. Institute for Nonlinear Mechanics , University of Stuttgart , Pfaffenwaldring 9, 70569 , Stuttgart , Germany

Abstract

Abstract In this paper, we propose a novel approach for the numerical solution of fractional-order ordinary differential equations. The method is based on the infinite state representation of the Caputo fractional differential operator, in which the entire history of the state of the system is considered for correct initialization. The infinite state representation contains an improper integral with respect to frequency, expressing the history dependence of the fractional derivative. The integral generally has a weakly singular kernel, which may lead to problems in numerical computations. A reformulation of the integral generates a kernel that decays to zero at both ends of the integration interval leading to better convergence properties of the related numerical scheme. We compare our method to other schemes by considering several benchmark problems.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Analysis

Reference39 articles.

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