Fractional Differential Equation Solvers in Octave/Matlab

This paper concerns solvers for time fractional differential equations in Matlab and Octave. The main analysis revolves around a time step size adaptive solver basing on the numerical method called SubIval. The basis of SubIval is explained and formulae for the step size adaptivity are given. The solver is compared with others basing on: fractional linear multistep methods, product integration rules and the Grünwald-Letnikov approximation.