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

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 lar...

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Veröffentlicht in:Journal of computational physics 2015-07, Vol.293, p.135-141
1. Verfasser: Diethelm, Kai
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0021-9991
1090-2716
DOI:10.1016/j.jcp.2014.10.054