English

Discretized fractional substantial calculus

Numerical Analysis 2015-02-24 v1

Abstract

This paper discusses the properties and the numerical discretizations of the fractional substantial integral Isνf(x)=1Γ(ν)ax(xτ)ν1eσ(xτ)f(τ)dτ,ν>0,I_s^\nu f(x)=\frac{1}{\Gamma(\nu)} \int_{a}^x{\left(x-\tau\right)^{\nu-1}}e^{-\sigma(x-\tau)}{f(\tau)}d\tau,\nu>0, and the fractional substantial derivative Dsμf(x)=Dsm[Isνf(x)],ν=mμ,D_s^\mu f(x)=D_s^m[I_s^\nu f(x)], \nu=m-\mu, where Ds=x+σ=D+σD_s=\frac{\partial}{\partial x}+\sigma=D+\sigma, σ\sigma can be a constant or a function without related to xx, say σ(y)\sigma(y); and mm is the smallest integer that exceeds μ\mu. The Fourier transform method and fractional linear multistep method are used to analyze the properties or derive the discretized schemes. And the convergences of the presented discretized schemes with the global truncation error O(hp)\mathcal{O}(h^p)(p=1,2,3,4,5) (p=1,2,3,4,5) are theoretically proved and numerically verified.

Keywords

Cite

@article{arxiv.1310.3086,
  title  = {Discretized fractional substantial calculus},
  author = {Minghua Chen and Weihua Deng},
  journal= {arXiv preprint arXiv:1310.3086},
  year   = {2015}
}

Comments

20 pages

R2 v1 2026-06-22T01:44:54.647Z