  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.
