Chebyshev Finite Difference Method for Fractional Boundary Value Problems

This paper presents a numerical method for fractional differential equations using Chebyshev finite difference method. The fractional derivatives are described in the Caputo sense. Numerical results show that this method is of high accuracy and is more convenient and efficient for solving boundary value problems involving fractional ordinary differential equations. AMS Subject Classification: 34A08 Keywords and Phrases: Chebyshev polynomials, Gauss-Lobatto points, fractional differential equation, finite difference 1. Introduction The idea of a derivative which interpolates between the familiar integer order derivatives was introduced many years ago and has gained increasing importance only in recent years due to the development of mathematical models of a certain situations in engineering, materials science, control theory, polymer modelling etc. For example see [20, 22, 25, 26]. Most fractional order differential equations describing real life situations, in general do not have exact analytical solutions. Several numerical and approximate analytical methods for ordinary differential equation Received: December 2014; Accepted: March 2015 57 Journal of Mathematical Extension Vol. 9, No. 3, (2015), 57-71 ISSN: 1735-8299 URL: http://www.ijmex.com Chebyshev Finite Difference Method for Fractional Boundary Value Problems H. Azizi Taft Branch, Islamic Azad University Abstract. This paper presents a numerical method for fractional differential equations using Chebyshev finite difference method. The fractional derivativ