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Recently, we have proposed a new diffusive representation for fractionalderivatives and, based on this representation, suggested an algorithm for theirnumerical computation. From the construction of the algorithm, it isimmediately evident that the method is fast and memory efficient. Moreover, themethod's design is such that good convergence properties may be expected. Thispaper here starts a systematic investigation of these convergence properties.

A New Diffusive Representation for Fractional Derivatives, Part II: Convergence Analysis of the Numerical Scheme