Fractional differential equations and Volterra-Stieltjes integral equations of the second kind

In this paper, we construct a method to find approximate solutions to fractional differential equations involving fractional derivatives with respect to another function. The method is based on an equivalence relation between the fractional differential equation and the Volterra-Stieltjes integral equation of the second kind. The generalized midpoint rule is applied to solve numerically the integral equation and an estimation for the error is given. Results of numerical experiments demonstrate that satisfactory and reliable results could be obtained by the proposed method.