Determination of Coefficients of High-Order Schemes for Riemann-Liouville Derivative

Abstract EN

Although there have existed some numerical algorithms for the fractional differential equations, developing high-order methods (i.e., with convergence order greater than or equal to 2) is just the beginning.

Lubich has ever proposed the high-order schemes when he studied the fractional linear multistep methods, where he constructed the p th order schemes ( p = 2 , 3 , 4 , 5 , 6 ) for the α th order Riemann-Liouville integral and α th order Riemann-Liouville derivative.

In this paper, we study such a problem and develop recursion formulas to compute these coefficients in the higher-order schemes.

The coefficients of higher-order schemes ( p = 7,8 , 9,10 ) are also obtained.

We first find that these coefficients are oscillatory, which is similar to Runge’s phenomenon.

So, they are not suitable for numerical calculations.

Finally, several numerical examples are implemented to testify the efficiency of the numerical schemes for p = 3 , … , 6 .