Numerical Methods
http://www.mathworks.com/matlabcentral/fileexchange/32918-predictor-corrector-pece-method-for-fractional-differential-equations
Here's a link which explains a few algorithms and gives MATLAB code.
http://cdn.intechopen.com/pdfs/21383/InTech-Fractional_derivatives_fractional_integrals_and_fractional_differential_equations_in_matlab.pdf
Check these out:
http://fomcon.net/fomcon-toolbox/download/
and
http://archive.ims-bordeaux.fr/CRONE/toolbox/pages/accueilSITE.php?guidPage=home_page
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