On Euler methods for Caputo fractional differential equations

Petr Tomášek

Address: Institute of Mathematics, Faculty of Mechanical Engineering, Brno University of Technology, Technická 2, 616 69 Brno, Czech Republic

E-mail: Petr.Tomasek@vutbr.cz

Abstract: Numerical methods for fractional differential equations have specific properties with respect to the ones for ordinary differential equations. The paper discusses Euler methods for Caputo differential equation initial value problem. The common properties of the methods are stated and demonstrated by several numerical experiments. Python codes are available to researchers for numerical simulations.

AMSclassification: primary 34A08; secondary 65L05, 26A33.

Keywords: Caputo derivative, numerical methods, initial value problem.

DOI: 10.5817/AM2023-3-287