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Zbl 1019.65048
Edwards, John T.; Ford, Neville J.; Simpson, A.Charles
The numerical solution of linear multi-term fractional differential equations: Systems of equations. (English)
[J] J. Comput. Appl. Math. 148, No.2, 401-418 (2002). ISSN 0377-0427

The present paper deals with the analysis of a numerical method for linear scalar fractional differential equations of arbitrary order. To discretize fractional derivatives a linear combination of convolution weights is used. Moreover, a convergence theorem for the proposed numerical scheme is presented. Finally, some explicit computations including the well known Bagley Torvik equation modelling the motion of a rigid plate immersed in a Newtonian fluid are presented.
[Johannes Schropp (Konstanz)]

MSC 2000:: *65L05 Initial value problems for ODE (numerical methods)
34A34 Nonlinear ODE and systems, general
26A33 Fractional derivatives and integrals (real functions)
76B10 Free-streamline theory and appl.

Keywords: fractional differential equations; multi-term equations; convergence; Bagley Torvik equation; Newtonian fluid

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