A high-speed algorithm for computation of fractional differentiation and fractional integration
- 13 May 2013
- journal article
- Published by The Royal Society in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
- Vol. 371 (1990), 20120152
- https://doi.org/10.1098/rsta.2012.0152
Abstract
A high-speed algorithm for computing fractional differentiations and fractional integrations in fractional differential equations is proposed. In this algorithm, the stored data are not the function to be differentiated or integrated but the weighted integrals of the function. The intervals of integration for the memory can be increased without loss of accuracy as the computing time-step n increases. The computing cost varies as , as opposed to n 2 of standard algorithms.Keywords
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