Open AccessNUMERICAL COMPUTATIONS OF THE FRACTIONAL DERIVATIVE IN IVPS, EXAMPLES IN MATLAB AND MATHEMATICA
Author(s) -
Marcin Sowa
Publication year - 2017
Publication title -
informatyka, automatyka, pomiary w gospodarce i ochronie środowiska
Language(s) - English
Resource type - Journals
eISSN - 2391-6761
pISSN - 2083-0157
DOI - 10.5604/01.3001.0010.5208
Subject(s) - matlab , computation , fractional calculus , computer science , acronym , derivative (finance) , mathematics , initial value problem , algorithm , calculus (dental) , mathematical analysis , programming language , medicine , linguistics , philosophy , dentistry , financial economics , economics
The paper concerns a numerical method that deals with the computations of the fractional derivative in Caputo and Riemann-Liouville definitions. The method can be applied in time stepping processes of initial value problems. The name of the method is SubIval, which is an acronym of its previous name – the subinterval-based method. Its application in solving systems of fractional order state equations is presented. The method has beenimplemented into an ActiveX DLL. Exemplary MATLAB and Mathematica codes are given, which provide guidance on how the DLL can be used.