The Grünwald-Letnikov difference operator and regularization of the Weyl fractional differentiation (Q1332679)

The authors prove that under some additional conditions the Grünwald- Letnikov difference operator \[ h^{ - \alpha} (\Delta_ h^ \alpha f) (x) = h^{ - \alpha} \sum^ \infty_{j = 0} ( - 1)^ j {\alpha \choose j} f(x + jh) \quad (h > 0) \] can be applied to obtain a local regularization scheme for the Weyl integral equation \[ \int^ \infty_ x {(t - x)^{\alpha - 1} \over \Gamma (\alpha)} u(t)dt = f(x) \quad (0 < x < \infty), \] which is in general ill-posed. The steplength \(h\) of the difference operator in this scheme plays the role of the regularization parameter (regularization by discretization). It is shown that the obtained error estimate has an optimal order of approximation.