FLMM2

Fractional linear multistep methods of second order for fractional differential equations

FLMM2 solves an initial value problem for a fractional differential equation (FDE) by means of some implicit fractional linear multistep methods (FLMMs) of the second order.

FLMMs are a generalization to FDEs of classical linar multistep methods and were introduced by Lubich in 1986. This code implements 3 different implicit FLMMs of the second order: the generalization of the classical Trapezoidal rule, the generalization of the Newton-Gregory formula and the generalization of the Backward Differentiation Formula (BDF); by default the BDF is selected when no other methods are specified.