The numerical solution of linear multi-term fractional differential equations: systems of equations

  • Authors:
  • John T. Edwards;Neville J. Ford;A. Charles Simpson

  • Affiliations:
  • Mathematics Department, Chester College, Parkgate Road, Chester, CH1 4BJ, UK;Mathematics Department, Chester College, Parkgate Road, Chester, CH1 4BJ, UK;Mathematics Department, Chester College, Parkgate Road, Chester, CH1 4BJ, UK

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2002

Quantified Score

Hi-index 7.30

Visualization

Abstract

In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.