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Research Article Open access CC BY 3.0

Numerical Fractional Differentiation: Stability Estimate and Regularization

Ailin Qian, Guangfu Wang

Journal of Advances in Mathematics and Computer Science · pp. 448–457 · Published 16 Jun 2013

10.9734/BJMCS/2013/3921

Abstract

It is well known that the problem of fractional differentiation n is an ill-posed problem. So far there exists many approximation methods for solving this problem. In this paper we prove a stability estimate for a problem of fractional differentiation. Based on the obtained stability estimate, we present a Tikhonov regularization method and obtain the error estimate. According to the optimality theory of regularization, the error estimates are order optimal. Numerical experiment shows that the regularization works well.

Fractional differentiation ill-posed problems Tikhonov regularization stability estimate error estimate

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