Numerical treatment of differential equations of fractional order, MCCM Numerical Analysis.pdf

Numerical Treatment of Dierential Equations of Fractional Order Luise Blank Abstract The collo cation approximation with p olynomial splines is applied to dierential equations of fractional order and the systems of equations characterizing the numerical solution are determined In particular the weight matrices resulting from the fractional derivative of the spline are deduced and decomp osed for numerical implementation The main result of this pap er is the simplication of the numerical metho d under a sp ecic smo othness condition on the chosen splines Numerical results conclude the work and show that the exp ected qualitative b ehaviour is given by collo cation approximation Moreover a metho d of decomp osition is suggested for multipleterm fractional dierential equations Intro duction The question what could b e a derivative of non integer order arose in the year when LHopital asked Leibniz for an interpretation of D f where is a fraction The theory for derivatives of fractional order was develop ed in the th century Two dierent approaches exist They are equivalent for a wide class of functions for more details we refer to Miller and Ross The GrunwaldLetnikov denition generalizes the expression of the N th deriva tive as a limit of backward dierence quotients and gives for p ositive n X t t j y t j D y t l im n !1 n j =0 j n On the other hand the RiemannLiouville denition has as a starting p oint Cauchys integral formula which leads to the denition of D for N N N IN D y t DN