Matrix approach to discretization of fractional derivatives and to solution of fractional differential equations and their systems

  • Authors:
  • Igor Podlubny;Tomas Skovranek;Blas M. Vinagre Jara

  • Affiliations:
  • BERG Faculty, Technical University of Kosice, Kosice, Slovakia;BERG Faculty, Technical University of Kosice, Kosice, Slovakia;School of Industrial Engineering, University of Extremadura, Badajoz, Spain

  • Venue:
  • ETFA'09 Proceedings of the 14th IEEE international conference on Emerging technologies & factory automation
  • Year:
  • 2009

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Abstract

A convenient method that enables easy discretization of fractional differential differential equations and their systems is described and illustrated on numerical solution of various types of fractional differential equations. The suggested method is the development of Podlubny's matrix approach (Podlubny I., Fractional Calculus and Applied Analysis, vol. 3, no. 4, 2000, 359-386; Podlubny I. et al., Journal of Computational Physics, vol. 228, no. 8, 1 May 2009, pp. 3137-3153). In this article the method is further extended to solving systems of fractional differential equations and to discretizing fractional derivatives on non-equidistant nodes. The MATLAB toolbox that provides the method implementation and the sample code used to solve the examples have been developed.