New Two Step Laplace Adam-Bashforth Method for Integer an Non integer Order Partial Differential Equations

Abstract

This paper presents a novel method that allows to generalise the use of the Adam-Bashforth to Partial Differential Equations with local and non local operator. The Method derives a two step Adam-Bashforth numerical scheme in Laplace space and the solution is taken back into the real space via inverse Laplace transform. The method yields a powerful numerical algorithm for fractional order derivative where the usually very difficult to manage summation in the numerical scheme disappears. Error Analysis of the method is also presented. Applications of the method and numerical simulations are presented on a wave-equation like, and on a fractional order diffusion equation.