The fractional complex step method
Summary: It is well known that the complex step method is a tool that calculates derivatives by imposing a complex step in a strict sense. We extended the method by employing the fractional calculus differential operator in this paper. The fractional calculus can be taken in the sense of the Caputo operator, Riemann-Liouville operator, and so forth. Furthermore, we derived several approximations for computing the fractional order derivatives. Stability of the generalized fractional complex step approximations is demonstrated for an analytic test function.
- The complex-step derivative approximation
- An analysis of the fractional step method
- scientific article; zbMATH DE number 3291587
- On the generalization of the complex step method
- The Accuracy of the Fractional Step Method
- Comments on the fractional step method
- Analysis of an exact fractional step method
- Numerical multistep approach for solving fractional partial differential equations
- scientific article; zbMATH DE number 5688443
- scientific article; zbMATH DE number 1285536
- About non-differentiable functions
- Advances in Fractional Calculus
- Applications of fractional calculus in physics
- Extensions of the first and second complex-step derivative approximations
- Fractional differentiability of nowhere differentiable functions and dimensions
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Generalized Taylor's formula
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 2015768 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- Nonlinear robust performance analysis using complex-step gradient approximation
- Numerical Differentiation of Analytic Functions
- On the extension of the complex-step derivative technique to pseudospectral algorithms
- On the generalization of the complex step method
- The complex step approximation to the Fréchet derivative of a matrix function
- Theory of fractional dynamic systems
- Using Complex Variables to Estimate Derivatives of Real Functions
- On the accuracy of the complex-step-finite-difference method
- Modified fractional Cauchy problem in a complex domain
- On the generalization of the complex step method
- Monte Carlo method for fractional-order differentiation extended to higher orders
- The complex-step derivative approximation
- Extensions of the first and second complex-step derivative approximations
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