Numerical treatment of the most general linear Volterra Integro-Fractional Differential Equations with Caputo derivatives by quadrature methods
Abstract
A quadrature method for numerically solving multi-order fractional linear integro-differential equations of Volterra type with variable coefficients (VIFDE) for and is presented. The fractional derivative is described in the Caputo sense. The method is based on first evaluate the Caputo derivative at any fixed points by finite difference approximation and then apply quadrature method including Trapezoidal and Simpson rules to obtain a finite difference expression for our fractional equation.
Algorithm for treating linear VIFDEs using above process have been developed, in order to express these solutions, program is written in MatLab (V7.6). In addition, some numerical examples are presented to illustrate the accuracy of the method and the results of study are discussed.
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