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New discretization of Caputo–Fabrizio derivative

Computational and Applied Mathematics, ISSN: 1807-0302, Vol: 37, Issue: 3, Page: 3307-3333
2018
  • 36
    Citations
  • 0
    Usage
  • 4
    Captures
  • 0
    Mentions
  • 13
    Social Media
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Metrics Details

  • Citations
    36
    • Citation Indexes
      36
  • Captures
    4
  • Social Media
    13
    • Shares, Likes & Comments
      13
      • Facebook
        13

Article Description

We derive a numerical approximation, namely L1–2 formula, to the Caputo–Fabrizio derivative by using a quadratic interpolation. Quadratic and cubic convergence rates are achieved for L1 and L1–2 formulas using Lagrange interpolation, respectively. We compute Caputo–Fabrizio derivatives of some known functions both theoretically and numerically. In addition, we solve non/linear sub-diffusion equations to test theoretical findings. Numerical results confirm the theoretically observed convergence rates.

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