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A piecewise memory principle for fractional derivatives

  • Chunye Gong EMAIL logo , Weimin Bao and Jie Liu
Published/Copyright: August 8, 2017

Abstract

In the numerical approximation of fractional order derivatives, the crucial point is to balance the computing complexity and the computing accuracy. We proposed a piecewise memory principle for fractional derivatives, in which the past history is divided into several segments instead of discarded. The piecewise approximation is performed on each segment. Error estimation of piecewise memory principle is analyzed also. Numerical examples show that the contradiction of computing accuracy and complexity is effectively relaxed and the piecewise memory principle is superior to the existing short, variable and equal-weight memory principles. The impacts of the memory length, step size and segment size are also discussed.

Acknowledgements

This research work is supported in part by the National Key Research and Development Program of China under Grant no. 2017YFB0202100, 2016YFB0200400, National Natural Science Foundation of China (NSFC) under Grant no. 61402039, Major research plan of NSFC under Grants no. 91430218, 91530324, China Postdoctoral Science Foundation (CPSF) under Grant no. 2014M562570, Special Financial Grant from CPSF under Grant no. 2015T81127, Science and Technology on reactor system design technology laboratory under Grant no. SQ-KFKT-02-2016-04.

We would like to thank the anonymous reviewers for their helpful comments as well.

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Received: 2015-7-15
Revised: 2017-6-25
Published Online: 2017-8-8
Published in Print: 2017-8-28

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