Numerical Solution of Non-linear Riccati Differential Equations with Fractional Order

In this paper we present a numerical scheme for solving a class of fractional differential equations (FDEs). The FDEs are expressed in terms of Caputo type fractional derivative. We solve the fractional Riccati equation as an example. Our results obtained using the scheme presented here agree well with the analytical solutions and the numerical results presented elsewhere. These results also show that our numerical scheme is stable.