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The numerical solution of linear multi-term fractional differential equations: Systems of equations. (English) Zbl 1019.65048

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.

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
34A34 Nonlinear ordinary differential equations and systems
26A33 Fractional derivatives and integrals
76B10 Jets and cavities, cavitation, free-streamline theory, water-entry problems, airfoil and hydrofoil theory, sloshing
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