Solving Multiterm Fractional Differential Equations (FDE)

Solve Multiterm Fractional Differential Equations by first-order implicit product trapezoidal rule

MT_FDE_PI1_Im Solves on the interval [t0,T] an initial value problem for the multiterm fractional differential equation

lam_Q D^(al_Q) y(t) + ... + lam_1 D^(al_1) y(t) = f(t,y(t))

y(0) = y0(1), y'(0) = y0(2), ... y^m(0) = y0(m)

with m the smallest integer greater than max(al_1,...,al_Q). The problem is solved by means of the implicit product-integration rule of rectangular type having order 1 of convergence.

Further information on this code are available in the following paper

[1] Garrappa R.: Numerical Solution of Fractional Differential Equations: a Survey and a Software Tutorial, Mathematics 2018, 6(2), 16 doi: https://doi.org/10.3390/math6020016

downloadable pdf: http://www.mdpi.com/2227-7390/6/2/16/pdf