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Numerical Solutions of Ordinary Fractional Differential Equations with Singularities

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Advanced Computing in Industrial Mathematics (BGSIAM 2017)

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Abstract

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are differentiable functions. In the present paper we propose a method for improving the accuracy of the numerical solutions of ordinary linear FDEs with constant coefficients which uses the fractional Taylor polynomials of the solutions. The numerical solutions of the two-term and three-term FDEs are studied in the paper.

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Acknowledgements

This work was supported by the Bulgarian Academy of Sciences through the Program for Career Development of Young Scientists, Grant DFNP-17-88/2017, Project “Efficient Numerical Methods with an Improved Rate of Convergence for Applied Computational Problems”, by the Bulgarian National Fund of Science under Project DN 12/4-2017 “Advanced Analytical and Numerical Methods for Nonlinear Differential Equations with Applications in Finance and Environmental Pollution” and by the Bulgarian National Fund of Science under Project DN 12/5-2017 "Efficient Stochastic Methods and Algorithms for Large-Scale Computational Problems”.

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Correspondence to Yuri Dimitrov .

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Dimitrov, Y., Dimov, I., Todorov, V. (2019). Numerical Solutions of Ordinary Fractional Differential Equations with Singularities. In: Georgiev, K., Todorov, M., Georgiev, I. (eds) Advanced Computing in Industrial Mathematics. BGSIAM 2017. Studies in Computational Intelligence, vol 793. Springer, Cham. https://doi.org/10.1007/978-3-319-97277-0_7

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