A New Diffusive Representation for Fractional Derivatives, Part II: Convergence Analysis of the Numerical Scheme
Numerical Analysis
2022-04-12 v1 Numerical Analysis
Abstract
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately evident that the method is fast and memory efficient. Moreover, the method's design is such that good convergence properties may be expected. This paper here starts a systematic investigation of these convergence properties.
Keywords
Cite
@article{arxiv.2203.16454,
title = {A New Diffusive Representation for Fractional Derivatives, Part II: Convergence Analysis of the Numerical Scheme},
author = {Kai Diethelm},
journal= {arXiv preprint arXiv:2203.16454},
year = {2022}
}