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Applied Mathematics and Computation
Article . 2006 . Peer-reviewed
License: Elsevier TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2006
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Approximations of fractional integrals and Caputo fractional derivatives

Authors: Odibat, Zaid;

Approximations of fractional integrals and Caputo fractional derivatives

Abstract

In a series of recent papers [see \textit{K. Diethelm, A. D. Freed} and \textit{N. J. Ford}, Numer. Algorithms 36, No. 1, 31--52 (2004; Zbl 1055.65098)], and the references cited therein], the reviewer and his collaborators have proposed and analysed a numerical scheme for the approximation of \(J^\alpha\), the Riemann-Liouville fractional integral of order \(\alpha\). The method is based on a product trapezoidal quadrature formula. In the paper under review, this approximation operator \(J_h^\alpha\) is recalled. Then the author turns the attention towards the numerical computation of the Caputo fractional derivative \(D^\alpha_* := J^{m-\alpha} D^m\), where \(m = \lceil \alpha \rceil\) and \(D^m\) is the classical differential operator of order \(m\). For this problem, he suggests a straightforward modification of the idea described above, namely to use \(J_h^{m-\alpha} D^m\) as an approximation for \(D^\alpha_*\). Obviously, the error analysis can be carried over directly. It is evident that the proposed algorithm requires the evaluation of derivatives of the underlying function. The examples presented in the paper are restricted to cases where such information is very easily obtained.

Related Organizations
Keywords

Numerical differentiation, product trapezoidal rule, numerical examples, algorithm, Fractional derivatives and integrals, Riemann-Liouville fractional integral, Numerical quadrature and cubature formulas

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
113
Top 1%
Top 1%
Average
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