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yuanjian1987

木虫 (正式写手)

[求助] 分数阶微分方程Predictor-corrector PECE,程序怎么运行呢?

附件是老外编写的程序,但是我不会运行,谁能举个例子运行一下呢?
比如
D^q1=x^2+xy;
D^q2=-x^2-2y;

fdefun需要单独编一个m文件吗?
里面有好多function,需要将它们单独编一个m文件吗?


Description of FDE12

    FDE12 solves an initial value problem for a nonlinear differential equation of fractional order (FDE). The code implements the predictor-corrector PECE method of Adams-Bashforth-Moulton type described in [1].

[T,Y] = FDE12(ALPHA,FDEFUN,T0,TFINAL,Y0,h) integrates the initial value problem for the FDE, or the system of FDEs, of order ALPHA > 0

D^ALPHA Y(t) = FDEFUN(T,Y(T))

Y^(k)(T0) = Y0(:,k+1), k=0,...,m-1

where m is the smallest integer greater than ALPHA and D^ALPHA is the fractional derivative according to the Caputo's definition. FDEFUN is a function handle corresponding to the vector field of the FDE and for a scalar T and a vector Y, FDEFUN(T,Y) must return a column vector. The set of initial conditions Y0 is a matrix with a number of rows equal to the size of the problem (hence equal to the number of rows of the output of FDEFUN) and a number of columns depending on ALPHA and given by m. The step-size H>0 is assumed constant throughout the integration.

[T,Y] = FDE12(ALPHA,FDEFUN,T0,TFINAL,Y0,H,PARAM) solves as above with the additional set of parameters for the FDEFUN as FDEFUN(T,Y,PARAM).

[T,Y] = FDE12(ALPHA,FDEFUN,T0,TFINAL,Y0,H,PARAM,MU) solves the FDE with the selected number MU of multiple corrector iterations. The following values for MU are admissible:
MU = 0 : the corrector is not evaluated and the solution is provided just by the predictor method (the first order rectangular rule);
MU > 0 : the corrector is evaluated by the selected number MU of times; the classical PECE method is obtained for MU=1;
MU = Inf : the corrector is evaluated for a certain number of times until convergence of the iterations is reached (for convergence the difference between two consecutive iterates is tested).
The defalut value for MU is 1

[T,Y] = FDE12(ALPHA,FDEFUN,T0,TFINAL,Y0,H,PARAM,MU,MU_TOL) allows to specify the tolerance for testing convergence when MU = Inf. If not specified, the default value MU_TOL = 1.E-6 is used.








    FDE12 is an implementation of the predictor-corrector method of Adams-Bashforth -Moulton studied in [1]. Convergence and accuracy of the method are studied in [2]. The implementation with multiple corrector iterations has been proposed and discussed for multiterm FDEs in [3]. In this implementation the discrete convolutions are evaluated by means of the FFT algorithm described in [4] allowing to keep the computational cost proportional to N*log(N)^2 instead of N^2 as in the classical implementation; N is the number of time-point in which the solution is evaluated, i.e. N = (TFINAL-T)/H. The stability properties of the method implemented by FDE12 have been studied in [5].

[1] K. Diethelm, A.D. Freed, The Frac PECE subroutine for the numerical solution of differential equations of fractional order, in: S. Heinzel, T. Plesser (Eds.), Forschung und Wissenschaftliches Rechnen 1998, Gessellschaft fur Wissenschaftliche Datenverarbeitung, Gottingen, 1999, pp. 57-71.
[2] K. Diethelm, N.J. Ford, A.D. Freed, Detailed error analysis for a fractional Adams method, Numer. Algorithms 36 (1) (2004) 31-52.
[3] K. Diethelm, Efficient solution of multi-term fractional differential equations using P(EC)mE methods, Computing 71 (2003), pp. 305-319.
[4] E. Hairer, C. Lubich, M. Schlichte, Fast numerical solution of nonlinear Volterra convolution equations, SIAM J. Sci. Statist. Comput. 6 (3) (1985) 532-541.
[5] R. Garrappa, On linear stability of predictor-corrector algorithms for fractional differential equations, Internat. J. Comput. Math. 87 (10) (2010) 2281-2290.

Copyright (c) 2011-2012, Roberto Garrappa, University of Bari, Italy
garrappa at dm dot uniba dot it
Revision: 1.2 - Date: July, 6 2012
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人生是由一系列 "epsilon" 组成的。
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feixiaolin

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alpha:FDE的阶次,必须为正.
fdefun  是标量T和向量Y定义的指向矢量场FDE的函数函数句柄,FDEFUN(T,Y) 必须返回一个列向量。.
t0,tfinal: 参数t的初始值、终值.
y0:一个矩阵,其行等于该问题的大小(也等于行FDEFUN的输出数)
param:参数个数.
mu:校正迭代参数选择参数.
   MU = 0 : the corrector is not evaluated and the solution is provided just by the predictor method (the first order rectangular rule);
   MU > 0 : the corrector is evaluated by the selected number MU of times; the classical PECE method is obtained for MU=1;
   MU = Inf : the corrector is evaluated for a certain number of times until convergence of the iterations is reached (for convergence the difference between two consecutive iterates is tested).
The defalut value for MU is 1
mu_tol:控制误差.
h:从N = ceil((tfinal-t0)/h) 看,h是时间跨距,N是评估解的时间点的数目。

FDE12详见
http://www.mathworks.cn/matlabce ... ferential-equations
2楼2013-11-24 21:44:53
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laosam280

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感谢参与,应助指数 +1
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3楼2013-11-25 05:58:36
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laosam280

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本帖内容被屏蔽

4楼2013-11-25 06:06:27
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yuanjian1987

木虫 (正式写手)

引用回帖:
2楼: Originally posted by feixiaolin at 2013-11-24 21:44:53
alpha:FDE的阶次,必须为正.
fdefun  是标量T和向量Y定义的指向矢量场FDE的函数函数句柄,FDEFUN(T,Y) 必须返回一个列向量。.
t0,tfinal: 参数t的初始值、终值.
y0:一个矩阵,其行等于该问题的大小(也等于行 ...

帖子的内容和附件的程序就是在你提供的网站找到的。
不过仍然谢谢你的翻译。
人生是由一系列 "epsilon" 组成的。
5楼2013-12-04 10:26:46
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wen728

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引用回帖:
3楼: Originally posted by laosam280 at 2013-11-25 05:58:36
这个程序我原来下载到,也用过。不知道是不是因为是别人编的程序,用起来总是不舒服。我建议楼主按照Diethelm的书(Springer 2010)上的公式自己写一个程序。一个循环就搞定了,并不很困难。而且对于右端函数是线性 ...

用预估校正算法怎么处理分数阶系统的时滞部分呢?
6楼2016-01-11 20:24:28
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Math露珠

木虫 (知名作家)

引用回帖:
3楼: Originally posted by laosam280 at 2013-11-25 05:58:36
这个程序我原来下载到,也用过。不知道是不是因为是别人编的程序,用起来总是不舒服。我建议楼主按照Diethelm的书(Springer 2010)上的公式自己写一个程序。一个循环就搞定了,并不很困难。而且对于右端函数是线性 ...

你好,请问Diethelm的书(Springer 2010)全名是The analysis of fractional differential equations: An application-oriented exposition吗?没有搜到,能否分享一下,谢谢

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7楼2017-10-21 00:50:32
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Math露珠

木虫 (知名作家)

引用回帖:
3楼: Originally posted by laosam280 at 2013-11-25 05:58:36
这个程序我原来下载到,也用过。不知道是不是因为是别人编的程序,用起来总是不舒服。我建议楼主按照Diethelm的书(Springer 2010)上的公式自己写一个程序。一个循环就搞定了,并不很困难。而且对于右端函数是线性 ...

找到了,谢谢

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8楼2017-10-21 01:01:34
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