Positive time fractional derivative
Computational Engineering, Finance, and Science
2007-05-23 v1
Abstract
In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer order. The Fourier transform of the fractional time derivative in the Riemann-Liouville and Caputo senses, however, involves a complex power function of the fractional order. In this study, a positive time derivative of fractional or odd integer order is introduced to respect the positivity in modeling the anomalous diffusions.
Keywords
Cite
@article{arxiv.cs/0210005,
title = {Positive time fractional derivative},
author = {W Chen},
journal= {arXiv preprint arXiv:cs/0210005},
year = {2007}
}
Comments
Welcome any comments to [email protected]