A new integral operational matrix with applications to multi-order fractional differential equations

In this article, we propose a numerical method that is completely based on the operational matrices of fractional integral and derivative operators of fractional Legendre function vectors (FLFVs). The proposed method is independent of the choice of the suitable collocation points and expansion of the residual function as a series of orthogonal polynomials as required for Spectral collocation and Spectral tau methods. Consequently, the high efficient numerical results are obtained as compared to the other methods in the literature. The other novel aspect of our article is the development of the new integral and derivative operational matrices in Riemann-Liouville and Caputo senses respectively. The proposed method is computer-oriented and has the ability to reduce the fractional differential equations (FDEs) into a system of Sylvester types matrix equations that can be solved using MATLAB builtin function lyap(.). As an application of the proposed method, we solve multi-order FDEs with initial conditions. The numerical results obtained otherwise in the literature are also improved in our work. Keywords: Riemann-Liouville integral operational matrix; Caputo derivative operational matrix; fractional Legendre function vectors; multi-order fractional differential equations; fully operational matrices approach Mathematics Subject Classification: 65M99, 26A33, 35R11, 45K05