A numerical method to solve higher-order fractional differential equations (1512.04579v1)

Published 8 Dec 2015 in math.NA

Abstract: In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order derivatives only. With this, we can rewrite FDEs in terms of a classical one and then apply any known technique. With some examples, we show the accuracy of the method.

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