Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary differential equation with integer derivatives because of its hereditability and memorability characteristics. However, in most instances, the precise analytical solutions of UFDE is difficult to obtain due to the complex form of the UFDE itself. Up to now, there is not plenty of researches about the numerical method of UFDE, as for the existing numerical algorithms, their accuracy is also not high. In this research, derive from the interval weighting method, a class of fractional adams method is innovatively proposed to solve UFDE. Meanwhile, such fractional adams method extends the traditional predictor-corrector method to higher order cases. The stability and truncation error limit of the improved algorithm are analyzed and deduced. As the application, several numerical simulations (including $\alpha$-path, extreme value and the first hitting time of the UFDE) are provided to manifest the higher accuracy and efficiency of the proposed numerical method.
翻译:不确定的分差方程式(UFDE)是有关不确定过程的一种差异方程式。UFDE是描述动态系统进化过程的一个重要数学工具,它比普通的分差方程式更好,具有整数衍生物的特性,因为其可异性与可同性特性。然而,在大多数情况下,由于UFDE本身的复杂形式,很难获得UFDE的精确分析解决办法。到目前为止,关于UFDE的数值方法的研究并不多,与现有的数字算法一样,其准确性也不高。在这项研究中,从间隔加权法中得出,为解决UFDE提出了一组分数方程式法方法。同时,这种分数方形方程式法方法将传统的预测-校正法扩展至更高的顺序。对改进后算法的稳定性和变速误差限度进行了分析和推算。由于应用,提供了若干数字模拟(包括$alpha$-path,极值和UFDE的首次撞击时间),以显示拟议的数字方法的更高准确性和效率。</s>