A Fast High-Order Predictor–Corrector Method on Graded Meshes for Solving Fractional Differential Equations

In this paper, we focus on the computation of Caputo-type fractional differential equations. A high-order predictor–corrector method is derived by applying the quadratic interpolation polynomial approximation for the integral function. In order to deal with the weak singularity of the solution near the initial time of the fractional differential equations caused by the fractional derivative, graded meshes were used for time discretization. The error analysis of the predictor–corrector method is carefully investigated under suitable conditions on the data. Moreover, an efficient sum-of-exponentials (SOE) approximation to the kernel function was designed to reduce the computational cost. Lastly, several numerical examples are presented to support our theoretical analysis.