Session S20 - Applied Math and Computational Methods and Analysis across the Americas
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Second-order fractional differential equations: a numerical approach.
Monzón Gabriel
Universidad Nacional de General Sarmiento, Argentina - This email address is being protected from spambots. You need JavaScript enabled to view it.
A finite difference type scheme is proposed for second-order fractional differential equations. Such a scheme is based on the numerical rules to approximate the Caputo fractional derivative and the Riemann-Liouville integral operator given in [ODIBAT Z., {\it Approximations of fractional integral and Caputo fractional derivatives}, Appl. Math. Comput., 178, pp. 527-533 (2006)].
Some simple and elementary examples are given to illustrate the aplicability of the proposed method.