A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems
We propose a new numerical method for fractional ordinary differential equation systems based on a judiciously chosen quadrature point. The proposed method is efficient and easy to implement. We show that the convergence order of the method is 2. Numerical results are presented to demonstrate that the computed rates of convergence confirm our theoretical findings.
This work is partially supported by US Air Force Office of Scientific Research Project FA2386-15-1-4095.
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