1. Approximations of fractional integrals and Caputo fractional derivatives
- Author
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Odibat, Zaid
- Subjects
- *
INTEGRALS , *FRACTIONAL calculus , *FRACTIONAL integrals , *ALGORITHMS - Abstract
Abstract: In this paper we propose two algorithms for numerical fractional integration and Caputo fractional differentiation. We present a modification of trapezoidal rule that is used to approximate finite integrals, the new modification extends the application of the rule to approximate integrals of arbitrary order α >0. We then, using the new modification derive an algorithm to approximate fractional derivatives of arbitrary order α >0, where the fractional derivative based on Caputo definition, for a given function by a weighted sum of function and its ordinary derivatives values at specified points. The study is conducted through illustrative examples and error analysis. [Copyright &y& Elsevier]
- Published
- 2006
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