On the order reduction of approximations of fractional derivatives: an explanation and a cure

DOI10.1007/S10543-023-00961-3MaRDI QIDQ2684441zbMATH OpenOpenAlexFDO

Authors B. A. Jacobs, Fredrik Laurén, Jan Nordström

Publication date 16 February 2023

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10543-023-00961-3

zbMATH Keywords

closed quadrature rulesfinite differencesfractional derivativehigh-order numerical approximationsummation-by-parts operators

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Numerical analysis (65-XX) Acceleration of convergence in numerical analysis (65B99) General methods in interval analysis (65G40) Numerical methods for integral equations (65R20)

Recommendations

• Approximations for the Caputo Derivative (I)
• The convergence rate for difference approximations to fractional boundary value problems
• Some high order formulae for approximating Caputo fractional derivatives
• High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations
• A Second Order Approximation for the Caputo Fractional Derivative

Cites work

• A fully discrete difference scheme for a diffusion-wave system
• A high order formula to approximate the Caputo fractional derivative
• A high-order scheme to approximate the Caputo fractional derivative and its application to solve the fractional diffusion wave equation
• A higher order non-polynomial spline method for fractional sub-diffusion problems
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• A time-fractional generalised advection equation from a stochastic process
• An explicit numerical scheme for solving fractional order compartment models from the master equations of a stochastic process
• Approximations of fractional integrals and Caputo fractional derivatives
• Discretization of fractional differential equations by a piecewise constant approximation
• Error analysis of a high order method for time-fractional diffusion equations
• From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
• Handbook of integral equations
• Implicit finite difference approximation for time fractional diffusion equations
• Integrablization of time fractional PDEs
• Numerical methods for solving the multi-term time-fractional wave-diffusion equation
• Review of summation-by-parts operators with simultaneous approximation terms for the numerical solution of partial differential equations
• Review of summation-by-parts schemes for initial-boundary-value problems
• Spectral approximation methods and error estimates for Caputo fractional derivative with applications to initial-value problems
• Spectral iterative method and convergence analysis for solving nonlinear fractional differential equation
• Summation by parts for finite difference approximations for \(d/dx\)
• Summation by parts operators for finite difference approximations of second derivatives
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• The Numerical Solution of Integral Equations of the Second Kind

Cited in

(1)

• Approximations of fractional integrals and Caputo fractional derivatives

This page was built for publication: On the order reduction of approximations of fractional derivatives: an explanation and a cure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2684441)