Numerical Scheme for the Solution of Fractional Differential Equations of Order Greater Than 1

Abstract

This paper presents a numerical scheme for the solutions of Fractional Differential Equations (FDEs) of order α, 1 < α < 2 which have been expressed in terms of Caputo Fractional Derivative (FD). In this scheme, the properties of the Caputo derivative are used to reduce an FDE into a Volterra type integral equation. The entire domain is divided into several small domains, and the distribution of the unknown function over the domain is expressed in terms of the function values and its slopes at the node points. These approximations are then substituted into the Volterra type integral equation to reduce it to algebraic equations. Since the method enforces the continuity of variables at the node points, it provides a solution that is continuous and with a slope that is also continuous over the entire domain. The method is used to solve a simple FDE using two different types of polynomials, namely cubic order and fractional order. Results obtained using both types of polynomials agree well with the analytical results. However, the fractional order polynomials give more accurate results than the cubic order polynomials do. This suggests that for the numerical solutions of FDEs fractional order polynomials may be more suitable than the integer order polynomials. A series of numerical studies suggests that the algorithm is stable.