Numerical Approximations of the Riemann–Liouville and Riesz Fractional Integrals

Abstract

In this paper, the numerical algorithms for calculating the values of the left- and right-sided Riemann–Liouville fractional integrals and the Riesz fractional integral using spline interpolation techniques are derived. The linear, quadratic and three variants of cubic splines are taken into account. The estimation of errors using analytical methods are derived. We show four examples of numerical evaluation of the mentioned fractional integrals and determine the experimental rate of convergence for each derived algorithm. The high-precision calculations are executed using the 128-bit floating-point numbers and arithmetic routines.