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Fractional derivatives: probability interpretation and frequency response of rational approximations

dc.contributor.authorMachado, J. A. Tenreiro
dc.date.accessioned2014-04-04T11:31:29Z
dc.date.available2014-04-04T11:31:29Z
dc.date.issued2009
dc.description.abstractThe theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.por
dc.identifier.doi10.1016/j.cnsns.2009.02.004pt_PT
dc.identifier.issn1007-5704
dc.identifier.urihttp://hdl.handle.net/10400.22/4313
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherElsevierpor
dc.relation.ispartofseriesCommunications in Nonlinear Science and Numerical Simulation; Vol. 14, Issues 9-10
dc.relation.publisherversionhttp://www.sciencedirect.com/science/article/pii/S1007570409000859por
dc.subjectFractional derivativepor
dc.subjectFractional calculuspor
dc.subjectProbabilistic interpretationpor
dc.subjectFrequency responsepor
dc.subjectFraction approximationspor
dc.titleFractional derivatives: probability interpretation and frequency response of rational approximationspor
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage3497por
oaire.citation.issueIssues 9-10por
oaire.citation.startPage3492por
oaire.citation.titleCommunications in Nonlinear Science and Numerical Simulationpor
oaire.citation.volumeVol. 14por
person.familyNameTenreiro Machado
person.givenNameJ. A.
person.identifier.ciencia-id7A18-4935-5B29
person.identifier.orcid0000-0003-4274-4879
person.identifier.ridM-2173-2013
person.identifier.scopus-author-id55989030100
rcaap.rightsopenAccesspor
rcaap.typearticlepor
relation.isAuthorOfPublication82cd5c17-07b6-492b-b3e3-ecebdad1254f
relation.isAuthorOfPublication.latestForDiscovery82cd5c17-07b6-492b-b3e3-ecebdad1254f

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