Numerical solution of distributed order fractional differential equations

Abstract

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.