High order approximation to new generalized Caputo fractional derivatives and its applications

In this paper, we shall develop a generalized L1 − 2 formula for new generalized fractional Caputo derivatives. It is theoretically shown that this new approximation achieves O(τ3−α) (τ is the step size) which improves earlier work done to date. Also, numerical tests and an application are presented...

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Bibliographic Details
Main Authors: Li, Xuhao, Wong, Patricia Jia Yiing
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/10356/88683
http://hdl.handle.net/10220/45899
Description
Summary:In this paper, we shall develop a generalized L1 − 2 formula for new generalized fractional Caputo derivatives. It is theoretically shown that this new approximation achieves O(τ3−α) (τ is the step size) which improves earlier work done to date. Also, numerical tests and an application are presented to demonstrate the efficiency and accuracy of the proposed method.