Waveform relaxation method for differential equations with fractional-order derivative

Abstract

In this paper, we present a numerical computational approach for solving Caputo type fractional differential equations. This method is based on approximation of Caputo derivative in terms
of integer order derivatives and waveform relaxation method. The utility of the method is shown by applying it to several examples. A comparative study indicates that our approach is more efficient and accurate than the ones available in the literature.