GrnwaldLetnikov derivative - Wikipedia https://en.wikipedia.org/wiki/GrnwaldLetniko...

GrnwaldLetnikov derivative
From Wikipedia, the free encyclopedia

In mathematics, the GrnwaldLetnikov derivative is a basic extension of the

derivative in fractional calculus that allows one to take the derivative a
non-integer number of times. It was introduced by Anton Karl Grnwald
(18381920) from Prague, in 1867, and by Aleksey Vasilievich Letnikov
(18371888) in Moscow in 1868.

Constructing the GrnwaldLetnikov derivative

The formula

for the derivative can be applied recursively to get higher-order derivatives.

For example, the second-order derivative would be:

Assuming that the h 's converge synchronously, this simplies to:

which can be justied rigorously by the mean value theorem. In general, we

have (see binomial coeicient):

Removing the restriction that n be a positive integer, it is reasonable to dene:

This denes the GrnwaldLetnikov derivative.

To simplify notation, we set:

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So the GrnwaldLetnikov derivative may be succinctly written as:

An alternative denition

In the preceding section, the general rst principles equation for integer order
derivatives was derived. It can be shown that the equation may also be written
as

or removing the restriction that n must be a positive integer:

This equation is called the reverse GrnwaldLetnikov derivative. If the

substitution h h is made, the resulting equation is called the direct
GrnwaldLetnikov derivative:[1]

References
1. http://www.diogenes.bg/fcaa/volume7/fcaa74/74_Ortigueira_Coito.pdf

The Fractional Calculus, by Oldham, K.; and Spanier, J. Hardcover: 234

pages. Publisher: Academic Press, 1974. ISBN 0-12-525550-0
From Dierences to Derivatives, by Ortigueira, M. D., and F. Coito.
Fractional Calculus and Applied Analysis 7(4). (2004): 459-71.

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Letnikov_derivative&oldid=785293344"

Categories: Fractional calculus

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