Lagrange characteristic method for solving a class of nonlinear partial differential equations of fractional order

We propose an extension of the Lagrange method of characteristics for solving a class of nonlinear partial differential equations of fractional order. This refers to the Lagrange method of the auxiliary system for linear fractional partial differential equations (which is given in an appendix). The key to the approach is the Taylor's series of fractional order f (x + h) = E-alpha (h(alpha)D(x)(alpha)) f (x) where E-alpha is the Mittag-Leffler function. (c) 2005 Elsevier Ltd. All rights reserved.