Monte Carlo method for fractional-order differentiation extended to higher orders

DOI10.1007/s13540-022-00048-wzbMath1503.65046OpenAlexW4281743652WikidataQ114017004 ScholiaQ114017004MaRDI QIDQ2110502

Nikolai N. Leonenko, Igor Podlubny

Publication date: 21 December 2022

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13540-022-00048-w

zbMATH Keywords

stochastic processesMonte Carlo methodfractional calculusnumerical computationsfractional differentiation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Fractional derivatives and integrals (26A33) Numerical differentiation (65D25)

Related Items (1)

General one-dimensional model of the time-fractional diffusion-wave equation in various geometries

Uses Software

• Mittag-Leffler
• mlf

Cites Work

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• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Anlogue realizations of fractional-order controllers.
• Monte Carlo method for fractional-order differentiation
• On Differences of Fractional Order
• On the Quantum Correction For Thermodynamic Equilibrium
• Differences of Fractional Order
• Bakerian Lecture - The physical interpretation of quantum mechanics

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