- 日本応用数理学会論文誌 (ISSN:09172246)
- vol.16, no.1, pp.51-65, 2006-03-25
This paper proposes a new method of numerical calculation for fractional derivatives. Conventional methods using difference approximation have some defects such as rounding errors and computation time. In this paper, fractional derivatives are expressed as the combination of ordinary derivatives and integrals which are calculated using automatic differentiation and double exponential formula, respectively. Numerical examples show that the proposed method gives high-precision results with practical computational cost.