A numerical method for solution of ordinary differential equations of fractional order

2002/02/26 by Jacek, Leszczynski, Mariusz, Ciesielski
#26A33 #45J05 #65D20 #65L05 #65L70 #Computational Engineering #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Finance #Numerical Analysis (math.NA) #and Science (cs.CE)

paper · doi:10.48550/arxiv.math/0202276

Abstract

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of differential equation of integer order connected with inverse forms of Abel-integral equations. The algorithm is used for solution of the linear and non-linear equations.

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