A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation

In this paper, we propose a global numerical method for approximating Caputo fractional derivatives of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></in...

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Main Authors: Maria Carmela De Bonis, Donatella Occorsio
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:Axioms
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Online Access:https://www.mdpi.com/2075-1680/13/11/750
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author Maria Carmela De Bonis
Donatella Occorsio
author_facet Maria Carmela De Bonis
Donatella Occorsio
author_sort Maria Carmela De Bonis
collection DOAJ
description In this paper, we propose a global numerical method for approximating Caputo fractional derivatives of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula><inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mrow><mo>(</mo><msup><mi>D</mi><mi>α</mi></msup><mi>f</mi><mo>)</mo></mrow><mrow><mo>(</mo><mi>y</mi><mo>)</mo></mrow><mo>=</mo><mstyle><mfrac><mn>1</mn><mrow><mo>Γ</mo><mo>(</mo><mi>m</mi><mo>−</mo><mi>α</mi><mo>)</mo></mrow></mfrac></mstyle><msubsup><mo>∫</mo><mn>0</mn><mi>y</mi></msubsup><msup><mrow><mo>(</mo><mi>y</mi><mo>−</mo><mi>x</mi><mo>)</mo></mrow><mrow><mi>m</mi><mo>−</mo><mi>α</mi><mo>−</mo><mn>1</mn></mrow></msup><msup><mi>f</mi><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></msup><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow><mi>d</mi><mi>x</mi><mo>,</mo><mspace width="1.em"></mspace><mi>y</mi><mo>></mo><mn>0</mn></mrow></semantics></math></inline-formula>, with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>m</mi><mo>−</mo><mn>1</mn><mo><</mo><mi>α</mi><mo>≤</mo><mi>m</mi><mo>,</mo><mspace width="0.166667em"></mspace><mi>m</mi><mo>∈</mo><mi mathvariant="double-struck">N</mi><mo>.</mo></mrow></semantics></math></inline-formula> The numerical procedure is based on approximating <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>f</mi><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></msup></semantics></math></inline-formula> by the <i>m</i>-th derivative of a Lagrange polynomial, interpolating <i>f</i> at Jacobi zeros and some additional nodes suitably chosen to have corresponding logarithmically diverging Lebsegue constants. Error estimates in a uniform norm are provided, showing that the rate of convergence is related to the smoothness of the function <i>f</i> according to the best polynomial approximation error and depending on order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula>. As an application, we approximate the solution of a Volterra integral equation, which is equivalent in some sense to the Bagley–Torvik initial value problem, using a Nyström-type method. Finally, some numerical tests are presented to assess the performance of the proposed procedure.
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spelling doaj-art-0058c5e10738474ebb94e00970f1cb942024-11-26T17:50:47ZengMDPI AGAxioms2075-16802024-10-01131175010.3390/axioms13110750A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik EquationMaria Carmela De Bonis0Donatella Occorsio1Department of Basic and Applied Sciences, University of Basilicata, Viale dell’Ateneo Lucano 10, 85100 Potenza, ItalyDepartment of Basic and Applied Sciences, University of Basilicata, Viale dell’Ateneo Lucano 10, 85100 Potenza, ItalyIn this paper, we propose a global numerical method for approximating Caputo fractional derivatives of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula><inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mrow><mo>(</mo><msup><mi>D</mi><mi>α</mi></msup><mi>f</mi><mo>)</mo></mrow><mrow><mo>(</mo><mi>y</mi><mo>)</mo></mrow><mo>=</mo><mstyle><mfrac><mn>1</mn><mrow><mo>Γ</mo><mo>(</mo><mi>m</mi><mo>−</mo><mi>α</mi><mo>)</mo></mrow></mfrac></mstyle><msubsup><mo>∫</mo><mn>0</mn><mi>y</mi></msubsup><msup><mrow><mo>(</mo><mi>y</mi><mo>−</mo><mi>x</mi><mo>)</mo></mrow><mrow><mi>m</mi><mo>−</mo><mi>α</mi><mo>−</mo><mn>1</mn></mrow></msup><msup><mi>f</mi><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></msup><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow><mi>d</mi><mi>x</mi><mo>,</mo><mspace width="1.em"></mspace><mi>y</mi><mo>></mo><mn>0</mn></mrow></semantics></math></inline-formula>, with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>m</mi><mo>−</mo><mn>1</mn><mo><</mo><mi>α</mi><mo>≤</mo><mi>m</mi><mo>,</mo><mspace width="0.166667em"></mspace><mi>m</mi><mo>∈</mo><mi mathvariant="double-struck">N</mi><mo>.</mo></mrow></semantics></math></inline-formula> The numerical procedure is based on approximating <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>f</mi><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></msup></semantics></math></inline-formula> by the <i>m</i>-th derivative of a Lagrange polynomial, interpolating <i>f</i> at Jacobi zeros and some additional nodes suitably chosen to have corresponding logarithmically diverging Lebsegue constants. Error estimates in a uniform norm are provided, showing that the rate of convergence is related to the smoothness of the function <i>f</i> according to the best polynomial approximation error and depending on order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula>. As an application, we approximate the solution of a Volterra integral equation, which is equivalent in some sense to the Bagley–Torvik initial value problem, using a Nyström-type method. Finally, some numerical tests are presented to assess the performance of the proposed procedure.https://www.mdpi.com/2075-1680/13/11/750Caputo’s derivativesLagrange interpolationJacobi polynomialsproduct integration rulesfractional differential equations
spellingShingle Maria Carmela De Bonis
Donatella Occorsio
A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
Axioms
Caputo’s derivatives
Lagrange interpolation
Jacobi polynomials
product integration rules
fractional differential equations
title A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
title_full A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
title_fullStr A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
title_full_unstemmed A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
title_short A Global Method for Approximating Caputo Fractional Derivatives—An Application to the Bagley–Torvik Equation
title_sort global method for approximating caputo fractional derivatives an application to the bagley torvik equation
topic Caputo’s derivatives
Lagrange interpolation
Jacobi polynomials
product integration rules
fractional differential equations
url https://www.mdpi.com/2075-1680/13/11/750
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