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Available online: January 01, 2016

Accuracy Problems of Numerical Calculation of Fractional Order Derivatives and Integrals Applying the Riemann-Liouville/Caputo Formulas

Dariush W. Brzezi´nski
Volume 1 - Issue 1.     Year 2016.     Pages 23–44.

DOI: 10.21042/AMNS.2016.1.00003


In the paper there are presented and evaluated for effectiveness three methods of accuracy increase of fractional order derivatives and integrals computations for application with the Riemann-Liouville/Caputo formulas. They are based on the ideas of either transforming difficult integrand in the formulas to high-accuracy computations requirements of a applied method of numerical integration or adapting a numerical method of integration to handle with high-accuracy a difficult feature in the integrand. Additional accuracy gain is obtained by incorporating increased precision into computations. The actual accuracy improvement by applying presented methods is compared with the capabilities of wide range of available methods of integration.

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Applied Mathematics, Nonlinear Sciences


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