2014
DOI: 10.2478/bpasts-2014-0078
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High-accuracy numerical integration methods for fractional order derivatives and integrals computations

Abstract: Abstract. In this paper the authors present highly accurate and remarkably efficient computational methods for fractional order derivatives and integrals applying Riemann-Liouville and Caputo formulae: the Gauss-Jacobi Quadrature with adopted weight function, the Double Exponential Formula, applying two arbitrary precision and exact rounding mathematical libraries (GNU GMP and GNU MPFR). Example fractional order derivatives and integrals of some elementary functions are calculated. Resulting accuracy is compar… Show more

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Cited by 10 publications
(8 citation statements)
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“…The following approximations utilising the modified trapezoidal rule can be [57] (for different formulations cf. [66,67]). For the left sided derivatives we The obtained results are shown in Figs (2), (3) and (4), where the compariso sureẼ X against the anisotropy of non-locality, the order of derivative α, and l 15…”
Section: Examplementioning
confidence: 99%
See 1 more Smart Citation
“…The following approximations utilising the modified trapezoidal rule can be [57] (for different formulations cf. [66,67]). For the left sided derivatives we The obtained results are shown in Figs (2), (3) and (4), where the compariso sureẼ X against the anisotropy of non-locality, the order of derivative α, and l 15…”
Section: Examplementioning
confidence: 99%
“…The following approximations utilising the modified trapezoidal rule can b [57] (for different formulations cf. [66,67] where f (n) (t j ) denotes classical n-th derivative at t = t j .…”
Section: Examplementioning
confidence: 99%
“…Classical Jacobi orthogonal polynomials are applied in many important scientific areas that include functions' approximation in collocation points method for solutions of ordinary differential equations known as Sturm-Liouville problem and lately -fractional order derivatives and integrals computations by applying Gauss-Jacobi Quadrature [2], [3].…”
Section: Introductionmentioning
confidence: 99%
“…Double Exponential Quadrature (denoted as DE) [16], [17] on the other hand involves hyperbolic functions substitution in independent variable transformation in integrand and trapezoidal rule applied to the transformed integrand. Application of the methods enables to obtain high accuracy computations results of fractional order derivatives and integrals [6], [7].…”
Section: B Applied New Efficient High-accuracy Methods Of Integratiomentioning
confidence: 99%