A new Grünwald-Letnikov derivative derived from a second-order scheme
type: Item
instance of: scholarly article
title: A new Grünwald-Letnikov derivative derived from a second-order scheme
zbMATH Open document ID: 1470.26011
DOI: 10.1155/2015/952057
published in: Abstract and Applied Analysis
publication date: 2018-08-30T00:00:00Z
review text: Summary: 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.
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 65D25
zbMATH DE Number: 6929251
Wikidata QID: Q59101466
author: B. A. Jacobs
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2015/952057
OpenAlex ID: W1912908916
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description: scientific article; zbMATH DE number 6929251