xt=012EαtαcEαtα

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where:

Eαtα=i=0tαiΓ+1

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This function is ii − gH differentiable, because the length of x(t) is decreasing.

Therefore, the Euler method is in the form of Case 2:

xtk+1=xtkH1hαΓα+1012Eαtkα,k=0,1,,N1

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For instance, consider the step size h = 0.1 and α = 0.5. The level-wise form of the Euler method is:

xtk+1r=xtkrH10.5αE0.5tk0.5Γ0.5+1r12r,

for k = 0, 1, …, N − 1:

0.687498tk+1Γ0.5+1=0.775758tk+1

Since the ...

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