An investigation of some nonclassical methods for the numerical approximation of Caputo-type fractional derivatives (Q925251)

The aim of this paper is to extend the results of the method proposed by \textit{L. Yuan} and \textit{O. P. Agrawal} [``A numerical scheme for dynamic systems containing fractional derivatives'', J. Vib. Acoust. 124, 321--324 (2002)] for the numerical calculation of fractional derivatives of order \(\alpha\), with \(\alpha\) an arbitrary positive non integer. The fundamental idea of the author is to introduce an auxiliary bivariate function, which satisfy a first order differential equation subject to an initial condition. The solution of this initial value problem leads to the expression of the fractional derivative. For numerical computation of the fractional derivative, a generalized Gauss-Laguerre quadrature formula is applied. To improve the convergence behaviour of this quadrature, an alternative quadrature formula (Gauss-Jacobi) is proposed. The main problems of the numerical algorithm are the arithmetic complexity and potentially high memory requirements when the algorithm is implemented on a computer. By means of numerical examples, the author shows the concrete numerical computation of a fractional derivative and the numerical solution of a fractional differential equation.