English

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}
}

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