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Numerical approximation of Riemann‐Liouville definition of fractional derivative: From Riemann‐Liouville to Atangana‐Baleanu
Author(s) -
Atangana Abdon,
GómezAguilar J. F.
Publication year - 2018
Publication title -
numerical methods for partial differential equations
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.901
H-Index - 61
eISSN - 1098-2426
pISSN - 0749-159X
DOI - 10.1002/num.22195
Subject(s) - mathematics , fractional calculus , derivative (finance) , exponential function , kernel (algebra) , riemann hypothesis , order (exchange) , mathematical analysis , pure mathematics , financial economics , economics , finance
In the last decade, theoretical and applied studies were done in order to provide a suitable definition of fractional derivative, which meets all the requirement of a derivative in its primary sense. It was concluded by some eminent researchers that the Riemann‐Liouville version was the most suitable. However, many numerical approximation of fractional derivative were done with Caputo version. This paper addresses the numerical approximation of fractional differentiation based on the Riemann‐Liouville definition, from power‐law kernel to generalized Mittag‐Leffler‐law via exponential‐decay‐law.