Asymptotic expansions and approximations for the Caputo derivative

DOI10.1007/S40314-018-0641-3MaRDI QIDQ1993528zbMATH OpenOpenAlexWikidataFDO

Authors Yuri Dimitrov, Radan Miryanov, Venelin Todorov

Publication date 5 November 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.03421

zbMATH Keywords

asymptotic expansionnumerical solutionbinomial coefficientapproximation of the Caputo derivative

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Fractional derivatives and integrals (26A33) Binomial coefficients; factorials; (q)-identities (11B65) Numerical differentiation (65D25)

Abstract: In this paper we use the asymptotic expansions of the binomial coefficients and the weights of the L1 approximation to obtain approximations of order $2-alpha$ and second-order approximations of the Caputo derivative by modifying the weights of the shifted Gr"unwald-Letnikov difference approximation and the L1 approximation of the Caputo derivative. A modification of the shifted Gr"unwald-Letnikov approximation is obtained which allows second-order numerical solutions of fractional differential equations with arbitrary values of the solutions and their first derivatives at the initial point.

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Cited in

(8)

• Three-point approximation for Caputo fractional derivative
• A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation
• An explicit form for higher order approximations of fractional derivatives
• Asymptotic approximations for non-integer order derivatives of monomials
• Second Order Shifted Approximations for the First Derivative
• Constructions of second order approximations of the Caputo fractional derivative
• Approximations for the Caputo Derivative (I)
• \(H^1\)-analysis of H3N3-\(2_\sigma\)-based difference method for fractional hyperbolic equations

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