Uniform approximation to fractional derivatives of functions of algebraic singularity

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摘要

Fractional derivative Dqf(x) (0−1) with g(x) being a well-behaved function, we propose a quadrature method for uniformly approximating Dq{xαg(x)}. The present method consists of interpolating g(x) at abscissae in [0,1] by a finite sum of Chebyshev polynomials. It is shown that the use of the lower endpoint x=0 as an abscissa is essential for the uniform approximation, namely to bound the approximation errors independently of x∈[0,1]. Numerical examples demonstrate the performance of the present method.

论文关键词:Fractional derivative,Algebraic singularity,Uniform approximation,Quadrature rule,Chebyshev interpolation,Automatic quadrature,Error analysis,Five-term recurrence relation

论文评审过程:Received 16 April 2008, Revised 28 August 2008, Available online 20 September 2008.

论文官网地址:https://doi.org/10.1016/j.cam.2008.09.018