A New Grünwald-Letnikov Derivative Derived from a Second-Order Scheme

A novel derivation of a second-order accurate Grünwald-Letnikov-type approximation to the fractional derivative of a function is presented. This scheme is shown to be second-order accurate under certain modifications to account for poor accuracy in approximating the asymptotic behavior near the lowe...

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Bibliographic Details
Main Author: B. A. Jacobs
Format: Article
Language:English
Published: Hindawi Limited 2015-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2015/952057