We discuss existence, uniqueness, and structural stability of solutions of nonlinear
differential equations of fractional order. The differential operators are taken in
the Riemann–Liouville sense and the initial conditions are specified according to
Caputo’s suggestion, thus allowing for interpretation in a physically meaningful way.
We investigate in particular the dependence of the solution on the order of the
differential equation and on the initial condition, and we relate our results to the
selection of appropriate numerical schemes for the solution of fractional differential
equations.