Numerical Analysis of Fractional Neutral Functional Differential Equations Based on Generalized Volterra-Integral Operators

Abstract

We use waveform relaxation (WR) method to solve numerically fractional neutral functional differential equations and mainly consider the convergence of the numerical method with the help of a generalized Volterra-integral operator associated with the Mittag–Leffler function. We first give some properties of the integral operator. Using the proposed properties, we establish the convergence condition of the numerical method. Finally, we provide a new way to prove the convergence of waveform relaxation method for integer-order neutral functional differential equation, which is a special case of fractional neutral functional differential equation. Compared to the existing proof in the literature, our proof is concise and original.