Algorithm for solving the Cauchy problem for stationary systems of fractional order linear ordinary differential equations

A new simplified analytical formula is given for solving the Cauchy problem for a homogeneous system of fractional order linear differential equations with constant coefficients (SFOLDECC). The matrix exponential function in this formula is re- placed by a Taylor series. Next, an analytical expression of the integral is obtained, with the help of which, for the transition matrix, a relation is obtained that allows one to obtain a solution of the Cauchy problem with high accuracy. The results also apply to the case of inhomogeneous systems with constant perturbations and are illustrated by numerical examples.

Keywords:

Cauchy problem , Linear fractional derivative system , Mittag-Leffler function , Constant matrix coefficients