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Increasing the efficiency of shooting methods for terminal value problems of fractional order.

Authors :
Diethelm, Kai
Source :
Journal of Computational Physics. Jul2015, Vol. 293, p135-141. 7p.
Publication Year :
2015

Abstract

Shooting methods are a well established tool for the numerical solution of terminal value problems of fractional order. However, they can be computationally quite expensive because of their iterative nature in which (a) each single iteration may be costly, and (b) the number of iterations can be large. In this paper we propose algorithmic strategies for improving the efficiency of such methods. Our strategies are aimed at simultaneously reducing the cost of each iteration and reducing the number of required iterations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00219991
Volume :
293
Database :
Academic Search Index
Journal :
Journal of Computational Physics
Publication Type :
Academic Journal
Accession number :
102494879
Full Text :
https://doi.org/10.1016/j.jcp.2014.10.054