Journal of Vibration and Control · 2011 · 131 citations · 31 references
Natural SciencesComputational EngineeringMathematicsComputational PhysicsDifferential EquationsFinite Element MethodsIntegral Equation FormulationsIntegral EquationsNumerical AnalysisNumerical IntegrationNumerical Methods For Differential EquationsDifferential Equation SolversFractional Differential EquationsLegendre PolynomialsNumerical Methods For Integral EquationsVolterra EquationsVolterra Integral EquationsVolterra Theory
A numerical method for solving the linear and non-linear fractional integro-differential equations of Volterra type is presented. The fractional derivative is described in the Caputo sense. The method is based upon Legendre approximations. The properties of Legendre polynomials together with the Gaussian integration method are utilized to reduce the fractional integro-differential equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the presented technique and a comparison is made with existing results.
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Long memory processes and fractional integration in econometrics
Richard T. Baillie · Journal of Econometrics · 1996 · 1.9K citations