A new definition of fractional derivative.

Abstract In this paper, a new fractional derivative of the Caputo type is proposed and some basic properties are studied. The form of the definition shows that the new derivative is the natural extension of the Caputo one, and that it yields the Caputo derivative with designated memory length. By adaptively changing the memory length, the new definition is capable of capturing local memory effect in a distinct way, which is critical in modelling complex systems where the short memory properties has to be considered. Another attractive property of the new derivative is that it is naturally associated with the Riemann–Liouville definition and as a result, the well established Grünwald–Letnikov approach for numerically solving the fractional differential equation can be readily embedded to approximate the solution of differential equation that involves the new derivatives. Numerical simulations demonstrate the changeable memory effect of the new definition. Highlights • The paper presents a new fractional derivative of the Caputo type. • Some important properties and integral transform of the new derivative is derived. • The new derivative offers particular value for capturing the local memory effect. [ABSTRACT FROM AUTHOR]