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2015 A New Grünwald-Letnikov Derivative Derived from a Second-Order Scheme
B. A. Jacobs
Abstr. Appl. Anal. 2015: 1-9 (2015). DOI: 10.1155/2015/952057


A novel derivation of a second-order accurate Grünwald-Letnikov-type approximation to the fractional derivative of a function is presented. This scheme is shown to be second-order accurate under certain modifications to account for poor accuracy in approximating the asymptotic behavior near the lower limit of differentiation. Some example functions are chosen and numerical results are presented to illustrate the efficacy of this new method over some other popular choices for discretizing fractional derivatives.


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B. A. Jacobs. "A New Grünwald-Letnikov Derivative Derived from a Second-Order Scheme." Abstr. Appl. Anal. 2015 1 - 9, 2015.


Published: 2015
First available in Project Euclid: 16 September 2015

zbMATH: 06929251
MathSciNet: MR3393608
Digital Object Identifier: 10.1155/2015/952057

Rights: Copyright © 2015 Hindawi

Vol.2015 • 2015
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