The numerical solution of fractional differential equations: speed versus accuracy (Q5934383)

This paper is concerned with the numerical solution of fractional differential equations where the fraction derivatives are understood in the so-called Caputo version [cf. \textit{M. Caputo}, Linear models of dissipation whose \(Q\) is almost frequency independent II, Geophys. J. Roy. Astronom. Soc. 13, 529-539 (1967)]. Since the definition of the fractional derivative requires a convolution integral and numerical methods must approximate in some way this integral the main drawback of numerical methods for this type of equations is that they are computationally expensive. In this paper the authors propose some techniques for reducing the amount of computational effort to solve some fractional differential equations studying their effect on the error of the approximate solutions.