An algorithm for the numerical solution of differential equations of fractional order (Q1381042)

The author considers the fractional differential equation \[ (D^q[x-x_0])(t)=\beta x(t)+f(t), \qquad 0\leq t \leq 1, \quad x(0)=x_0, \] where \(0<q<1\), \(f\) is a given function on the interval \([0,1]\), \(\beta \leq 0\). Here \(D^q x\) denotes the Riemann-Liouville fractional derivative of order \(q\). An implicit algorithm for the approximate solution of an important class of these equations is proposed. Error estimates and numerical examples are given.