caputo分数阶导数程序_Caputo分数阶导数的一种二阶逼近方法

A second-order accurate numerical approximation for Caputo fractional derivatives

Huang Fenghui

1

黄凤辉,(1974-)，女，副教授，主要研究方向：微分方程数值解

1、Department of Mathematics, School of Sciences, South China University of Technology

Abstract：Fractional derivatives and fractional integrals provide more accurate models of the systems than ordinary derivatives and integrals do. However, effective numerical method for fractional derivatives and integrals is still very few, and most of them offer worse than second-order accuracy. In this paper we propose a second-order accurate algorithm for Caputo fractional derivative base on the algorithm for numerical fractional Riemann-Liouville integration. The method can be considered the generalization of the three points formula for the first-order derivative. Two numerical examples are given，and illustrative the effectiveness of the method.