Numerical approximation to the fractional derivative operator

DOI10.1007/s00211-013-0596-7zbMath1296.65040OpenAlexW1970786191MaRDI QIDQ2510404

Paolo Novati

Publication date: 1 August 2014

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-013-0596-7

zbMATH Keywords

numerical exampleserror analysisnumerical approximationfractional differential equationmatrix functioncontour integral representationfractional derivative operatorbanded Toeplitz matrixGauss-Legendre rule

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Numerical quadrature and cubature formulas (65D32) Numerical differentiation (65D25) Fractional ordinary differential equations (34A08) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items

Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions ⋮ Solving the time-fractional Schrödinger equation by Krylov projection methods ⋮ Efficient implementation of rational approximations to fractional differential operators ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ An approximation of the fractional integrals using quadratic interpolation ⋮ Rational approximations to fractional powers of self-adjoint positive operators ⋮ Dissipativity and Contractivity Analysis for Fractional Functional Differential Equations and their Numerical Approximations ⋮ On the Construction and Properties of $m$-step Methods for FDEs ⋮ Nonstandard Gauss-Lobatto quadrature approximation to fractional derivatives

Uses Software

• Mittag-Leffler
• mftoolbox

Cites Work

• Unnamed Item
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