Application of Bessel functions for solving differential and integro-differential equations of the fractional order

Abstract

In this paper, a new numerical algorithm to solve the linear and nonlinear fractional differential equations (FDE) is introduced. Fractional calculus and fractional differential equations have many applications in physics, chemistry, engineering, finance, and other sciences. The proposed approach is based on the first kind of Bessel functions collocation method. The first kind of Bessel function is an infinite series, which is convergent for any x∈R. In this method, we reduce the solution of a nonlinear fractional problem to the solution of a system of the nonlinear algebraic equations. To illustrate the reliability of this method, we solve some important equations of fractional order, and present numerical results of the present method to show convergence rate, applicability and reliability of this method. © 2014 Elsevier Inc.