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arXiv 1502.00719math.NAcs.NA
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Caputo分数导数的二阶近似

A Second Order Approximation for the Caputo Fractional Derivative

University of Rousse(鲁塞大学)

Yuri Dimitrov

AI总结:

本文提出一种二阶近似方法用于Caputo分数导数,通过扩展求和公式得到分数积分和导数的近似表达式,并验证了其在分数松弛和子扩散方程中的数值解效果。

摘要:

当0<α<1时,Caputo导数的近似公式$$y^{(α)}(x) = \frac{1}{Γ(2-α)h^α}\sum_{k=0}^n σ_k^{(α)} y(x-kh)+O\bigl(h^{2-α}\bigr),$$其中σ_0^{(α)} = 1, σ_n^{(α)} = (n-1)^{1-a}-n^{1-a}和$$σ_k^{(α)} = (k-1)^{1-α}-2k^{1-a}+(k+1)^{1-α},\quad (k=1...,n-1),$$具有精度O(h^{2-α})。我们利用$$\sum_{k=0}^n k^α$$的展开式来确定阶数为2-α的分数积分的近似表达式以及Caputo导数的二阶近似公式$$y^{(α)}(x) = \frac{1}{Γ(2-α)h^α}\sum_{k=0}^n δ_k^{(α)} y(x-kh)+O\bigl(h^{2}\bigr),$$其中δ_k^{(α)} = σ_k^{(α)}对于2≤k≤n,$$δ_0^{(α)} = σ_0^{(α)}-ζ(α-1), δ_1^{(α)} = σ_1^{(α)}+2ζ(α-1),δ_2^{(α)} = σ_2^{(α)}-ζ(α-1),$$其中ζ(s)是Riemann齐塔函数。计算了分数松弛和子扩散方程的数值解。

英文摘要:

When $0<α<1$, the approximation for the Caputo derivative $$y^{(α)}(x) = \frac{1}{Γ(2-α)h^α}\sum_{k=0}^n σ_k^{(α)} y(x-kh)+O\bigl(h^{2-α}\bigr),$$ where $σ_0^{(α)} = 1, σ_n^{(α)} = (n-1)^{1-a}-n^{1-a}$ and $$σ_k^{(α)} = (k-1)^{1-α}-2k^{1-a}+(k+1)^{1-α},\quad (k=1...,n-1),$$ has accuracy $O\bigl(h^{2-α}\bigr)$. We use the expansion of $\sum_{k=0}^n k^α$ to determine an approximation for the fractional integral of order $2-α$ and the second order approximation for the Caputo derivative $$y^{(α)}(x) = \frac{1}{Γ(2-α)h^α}\sum_{k=0}^n δ_k^{(α)} y(x-kh)+O\bigl(h^{2}\bigr),$$ where $δ_k^{(α)} = σ_k^{(α)}$ for $2\leq k\leq n$, $$δ_0^{(α)} = σ_0^{(α)}-ζ(α-1), δ_1^{(α)} = σ_1^{(α)}+2ζ(α-1),δ_2^{(α)} = σ_2^{(α)}-ζ(α-1),$$ and $ζ(s)$ is the Riemann zeta function. The numerical solutions of the fractional relaxation and subdiffusion equations are computed.

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