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The aim of this work is to introduce the main concepts of Fractional Calculus, followed by one of its application to classical electrodynamics, illustrating how non-locality can be interpreted naturally in a fractional scenario. In particular, a result relating fractional dynamics to high frequency dielectric response is used as motivation. In addition to the theoretical discussion, a comprehensive review of two numerical procedures for fractional integration is carried out, allowing one immediately to build numerical models applied to high frequency electromagnetics and correlated fields.
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