A Second Order Approximation for the Caputo Fractional Derivative

zbMATH Open1488.26013arXiv1502.00719MaRDI QIDQ3384994FDOQ3384994

Yuri Dimitrov

Publication date: 17 December 2021

Abstract: When $0<alpha<1$, the approximation for the Caputo derivative ${\displaystyle }$y^{(alpha)}(x) = frac{1}{Gamma(2-alpha)h^alpha}sum_{k=0}^n sigma_k^{(alpha)} y(x-kh)+O�igl(h^{2-alpha}�igr),${\displaystyle }$ where $sigm{a}_0^{(alpha)}=1,sigm{a}_n^{(alpha)}=(n-1{)}^{1-a}-n^{1-a}$ and ${\displaystyle }$sigma_k^{(alpha)} = (k-1)^{1-alpha}-2k^{1-a}+(k+1)^{1-alpha},quad (k=1...,n-1),${\displaystyle }$ has accuracy $$. We use the expansion of $su{m}_{k=0}^n{k}^{a}lpha$ to determine an approximation for the fractional integral of order $2-alpha$ and the second order approximation for the Caputo derivative ${\displaystyle }$y^{(alpha)}(x) = frac{1}{Gamma(2-alpha)h^alpha}sum_{k=0}^n delta_k^{(alpha)} y(x-kh)+O�igl(h^{2}�igr),${\displaystyle }$ where $delt{a}_k^{(alpha)}=sigm{a}_k^{(alpha)}$ for $2leqkleqn$, ${\displaystyle }$delta_0^{(alpha)} = sigma_0^{(alpha)}-zeta(alpha-1), delta_1^{(alpha)} = sigma_1^{(alpha)}+2zeta(alpha-1),delta_2^{(alpha)} = sigma_2^{(alpha)}-zeta(alpha-1),${\displaystyle }$ and $zeta(s)$ is the Riemann zeta function. The numerical solutions of the fractional relaxation and subdiffusion equations are computed.

Full work available at URL: https://arxiv.org/abs/1502.00719

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zbMATH Keywords

numerical solutionapproximationfractional derivativefractional differential equationfractional integral

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Numerical differentiation (65D25)

Cited In (11)

• Asymptotic expansions and approximations for the Caputo derivative
• Fractional-compact numerical algorithms for Riesz spatial fractional reaction-dispersion equations
• Constructions of second order approximations of the Caputo fractional derivative
• Approximations for the Caputo Derivative (I)
• NUMERICAL SOLUTIONS TO A FRACTIONAL DIFFUSION EQUATION USED IN MODELLING DYE-SENSITIZED SOLAR CELLS
• High-order schemes based on extrapolation for semilinear fractional differential equation
• Unconditionally stable and convergent difference scheme for superdiffusion with extrapolation
• On the order reduction of approximations of fractional derivatives: an explanation and a cure
• Approximations of the fractional integral and numerical solutions of fractional integral equations
• Some numerical extrapolation methods for the fractional sub-diffusion equation and fractional wave equation based on the \(L1\) Formula
• Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation

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