1. On the order reduction of approximations of fractional derivatives: an explanation and a cure
- Author
-
Byron A. Jacobs, Fredrik Laurén, and Jan Nordström
- Subjects
Computational Mathematics ,Matematik ,Computer Networks and Communications ,Applied Mathematics ,Software ,Mathematics ,Fractional derivative ,High-order numerical approximation ,Finite-differences ,Closed quadrature rules ,Summation-by-parts operators - Abstract
Finite-difference based approaches are common for approximating the Caputo fractional derivative. Often, these methods lead to a reduction of the convergence rate that depends on the fractional order. In this note, we approximate the expressions in the fractional derivative components using a separate quadrature rule for the integral and a separate discretization of the derivative in the integrand. By this approach, the error terms from the Newton–Cotes quadrature and the differentiation are isolated and it is possible to conclude that the order dependent error is inevitable when the end points of the interval are included in the quadrature. Furthermore, we show experimentally that the theoretical findings carries over to quadrature rules without the end points included. Finally we show how to increase accuracy for smooth functions, and compensate for the order dependent loss. Funding: BAJ acknowledges support from the National Research Foundation of South Africa under Grant Numbers 129119 and 127567. FL and JN were supported by Vetenskapsrådet, Sweden Grant Numbers 2018-05084 and 2021-05484.
- Published
- 2023