Numerical Approximation of Fractional-Order Volterra Integrodifferential Equation

Abstract

Laplace transform is a powerful tool for solving differential and integrodifferential equations in engineering sciences. The use of Laplace transform for the solution of differential or integrodifferential equations sometimes leads to the solutions in the Laplace domain that cannot be inverted to the real domain by analytic methods. Therefore, we need numerical methods to invert the solution to the real domain. In this work, we construct numerical schemes based on Laplace transform for the solution of fractional-order Volterra integrodifferential equations in the sense of the Atangana-Baleanu Caputo derivative. We propose two numerical methods for approximating the solution of fractional-order linear and nonlinear Volterra integrodifferential equations. In our scheme, the inverse Laplace transform is approximated using a contour integration method and Stehfest method. Some numerical experiments are performed to check the accuracy and efficiency of the methods. The results obtained using these methods are compared.