On Comparison of Numerical Methods to Solve Nonlinear Fractional Order Differential Equations

This paper presents results of comparing some available numerical methods of solving sets of nonlinear fractional order ordinary differential equations. Our study shows that although these methods are easy to implement and accurate enough when are applied to differential equations of fractional order, they have different convergence rate and approximation error. We have compared these methods by their computational complexity, convergence rate, and approximation error.