Caputo derivatives of fractional variable order: numerical approximations

DOI10.1016/J.CNSNS.2015.10.027MaRDI QIDQ6267163arXivWikidataFDO

Authors Dina Tavares, Ricardo Almeida, Delfim F. M. Torres

Publication date 6 November 2015

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.CNSNS.2015.10.027

Mathematics Subject Classification ID

Numerical approximation and evaluation of special functions (33F05) Fractional partial differential equations (35R11) Numerical analysis (65-XX)

arXiv classification

math.APmath.CAmath.NA

Abstract: We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is obtained in terms of standard (integer-order) derivatives only. Estimations for the error of the approximations are also provided. We then compare the numerical approximation of some test function with its exact fractional derivative. We end with an exemplification of how the presented methods can be used to solve partial fractional differential equations of variable order.

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