In this paper, a numerical method for nonlinear fractional-order differential equations with constant or time-varying delay is devised. The order here is an arbitrary positive real number, and the differential operator is the Grünwald-Letnikov derivative. The detailed error analysis for this algorithm is given, meanwhile, the convergence of the iteration algorithm is proved. Compared with the exact analytical solution, a numerical example is provided to illustrate the effectiveness of the proposed method.
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Wang et al. (2013) studied this question.
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