On a discrete composition of the fractional integral and Caputo derivative

DOI10.1016/J.CNSNS.2021.106234zbMATH Open1491.26006arXiv2107.10489OpenAlexW3183405015MaRDI QIDQ2076261FDOQ2076261

Authors: Łukasz Płociniczak 

Publication date: 16 February 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Abstract: We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The proof is based on asymptotic evaluation of the discrete sums with the use of the Euler-Maclaurin summation formula.

Full work available at URL: https://arxiv.org/abs/2107.10489

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zbMATH Keywords

fractional integralCaputo derivativeEuler-Maclaurin formula

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11)

Cites Work

• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Numerical methods for fractional calculus
• A discrete fractional Gronwall inequality
• Analysis of fractional differential equations
• The Euler-Maclaurin and Taylor Formulas: Twin, Elementary Derivations
• Error analysis for a fractional-derivative parabolic problem on quasi-graded meshes using barrier functions
• A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems
• Theory and numerical approximations of fractional integrals and derivatives
• Numerical Method for the Time-Fractional Porous Medium Equation
• Numerical method for Volterra equation with a power-type nonlinearity
• Oscillatory behaviour analysis of a liquid rise in cylindrical capillaries

Cited In (6)

• Discretised general fractional derivative
• Properties of vector-valued \(\tau \)-discrete fractional calculus and its connection with Caputo fractional derivatives
• Three kinds of discrete formulae for the Caputo fractional derivative
• On discrete fractional integral operators and related Diophantine equations
• Schauder estimates for discrete fractional integrals
• Two discrete fractional integrals

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