Three-Point Compact Approximation for the Caputo Fractional Derivative

MaRDI QIDQ6266162zbMATH OpenFDO

Authors Yuri Dimitrov

Publication date 6 October 2015

Abstract: In this paper we derive the fourth-order asymptotic expansions of the trapezoidal approximation for the fractional integral and the $L1$ approximation for the Caputo derivative. We use the expansion of the $L1$ approximation to obtain the three point compact approximation for the Caputo derivative �egin{equation*} dfrac{1}{Gamma(2-alpha)h^alpha}sum_{k=0}^{n} delta_k^{(alpha)} y_{n-k}=dfrac{13}{12}y^{(alpha)}_n-dfrac{1}{6}y^{(alpha)}_{n-1}+dfrac{1}{12}y^{(alpha)}_{n-2}+Oleft(h^{3-alpha} ight), end{equation*} with weights $delt{a}_0^{(alpha)}=1-zeta(alpha-1),;delt{a}_n^{(alpha)}=(n-1{)}^{1-alpha}-n^{1-alpha},$ ${\displaystyle }$ delta_1^{(alpha)}=2^{1-alpha}-2+2zeta(alpha-1),; delta_2^{(alpha)}=1-2^{2-alpha}+3^{1-alpha}-zeta(alpha-1),${\displaystyle }$ ${\displaystyle }$delta_k^{(alpha)}=(k-1)^{1-alpha}-2k^{1-a}+(k+1)^{1-alpha},quad (k=3cdots,n-1),${\displaystyle }$ where $y$ is a differentiable function which satisfies $y^{\prime }(0)=0$. The numerical solutions of the fractional relaxation and the time-fractional subdiffusion equations are discussed.

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