Comparison of Fractional Order Derivatives Computational Accuracy - Right Hand vs Left Hand Definition

Author:

Brzeziński Dariusz W.1

Affiliation:

1. Institute of Applied Computer Science , Lodz University of Technology , 18/22 Stefanowskiego St., 90-924 , Łódź , Poland

Abstract

Abstract Numerical computation of fractional order derivatives and integrals can be done by applying many approaches. They include Riemann-Liouville and Caputo formulas. Both formulas include fractional order integration and integer order differentiation but in a different order: fractional order integration can be preceded by integer order differentiation or it can be done in the reverse order. In the paper we apply both formulas for FOD computation and investigate if an application of a particular order have any advantages, e.g. resulting in higher accuracy. The outcome of the experiment is that by applying adequately selected formula of FOD computation according to the shape of a particular function, the accuracy of computation can often be increased. Application of Riemann-Liouville formula enables successful FOD computation for functions which nth derivative does not exist.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Engineering (miscellaneous),Modeling and Simulation,General Computer Science

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