中文

Caputo 分数阶导数的二阶逼近

数值分析 2015-02-10 v2

摘要

当 0<α<1 时,Caputo 导数的逼近 y(α)(x)=1Γ(2α)hαk=0nσk(α)y(xkh)+O(h2α)y^{(\alpha)}(x) = \frac{1}{\Gamma(2-\alpha)h^\alpha}\sum_{k=0}^n \sigma_k^{(\alpha)} y(x-kh)+O\bigl(h^{2-\alpha}\bigr),其中 σ0(α)=1\sigma_0^{(\alpha)} = 1σn(α)=(n1)1an1a\sigma_n^{(\alpha)} = (n-1)^{1-a}-n^{1-a},且 σk(α)=(k1)1α2k1a+(k+1)1α\sigma_k^{(\alpha)} = (k-1)^{1-\alpha}-2k^{1-a}+(k+1)^{1-\alpha}(k=1...,n1)(k=1...,n-1),其精度为 O(h2α)O\bigl(h^{2-\alpha}\bigr)。我们利用 k=0nkα\sum_{k=0}^n k^\alpha 的展开式来确定阶数为 2α2-\alpha 的分数阶积分的逼近,以及 Caputo 导数的二阶逼近 y(α)(x)=1Γ(2α)hαk=0nδk(α)y(xkh)+O(h2)y^{(\alpha)}(x) = \frac{1}{\Gamma(2-\alpha)h^\alpha}\sum_{k=0}^n \delta_k^{(\alpha)} y(x-kh)+O\bigl(h^{2}\bigr),其中 δk(α)=σk(α)\delta_k^{(\alpha)} = \sigma_k^{(\alpha)}2kn2\leq k\leq n),δ0(α)=σ0(α)ζ(α1)\delta_0^{(\alpha)} = \sigma_0^{(\alpha)}-\zeta(\alpha-1)δ1(α)=σ1(α)+2ζ(α1)\delta_1^{(\alpha)} = \sigma_1^{(\alpha)}+2\zeta(\alpha-1)δ2(α)=σ2(α)ζ(α1)\delta_2^{(\alpha)} = \sigma_2^{(\alpha)}-\zeta(\alpha-1),且 ζ(s)\zeta(s) 为 Riemann zeta 函数。计算了分数阶松弛方程和次扩散方程的数值解。

关键词

引用

@article{arxiv.1502.00719,
  title  = {A Second Order Approximation for the Caputo Fractional Derivative},
  author = {Yuri Dimitrov},
  journal= {arXiv preprint arXiv:1502.00719},
  year   = {2015}
}