The Limited Validity of the Fractional Euler Finite Difference Method and an Alternative Definition of the Caputo Fractional Derivative to Justify Modification of the Method

Author:

Clemence-Mkhope Dominic P.1,Denton Zachary1

Affiliation:

1. Department of Mathematics and Statistics, North Carolina A&T State University, 1601 East Market Street, Greensboro, NC 27411, USA

Abstract

A method, advanced as the fractional Euler finite difference method (FEFDM), a general method for the finite difference discretization of fractional initial value problems (IVPs) for 0<α≤1 for the Caputo derivative, is shown to be valid only for α=1. This is accomplished by establishing, through a recently proposed generalized difference quotient representation of the fractional derivative, that the FEFDM is valid only if a property of the Mittag-Leffler function holds that has only been shown to be valid only for α=1. It is also shown that the FEFDM is inconsistent with the exact discretization of the IVP for the Caputo fractional relaxation equation. The generalized derivative representation is also used to derive a modified generalized Euler’s method, its nonstandard finite difference alternative, their improved Euler versions, and to recover a recent result by Mainardi relating the Caputo and conformable derivatives.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

Subject

General Mathematics

Reference27 articles.

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4. K. Diethelm, N.J. Ford, A.D. Freed, and Yu. Luchko, Algorithms for the fractional calculus: a selection of numerical methods. Comput. Meth. Appl. Mech. Engrg., 194, 2005, pp.743–773.

5. Z. M.Odibat and S. Momani, An Algorithm for the numerical solution of differential equations of fractional order, Journal of applied mathematics & informatics, 26 (12), 2008, pp.15–27

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