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Extended Algorithms for Approximating Variable Order Fractional Derivatives with Applications

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This paper proposes accurate and robust algorithms for approximating variable order fractional derivatives of arbitrary order. The proposed schemes are based on finite difference approximations.We compare the performance of algorithms by introducing a new formulation of experimental convergence order. Two initial value problems are considered and solved by means of the proposed methods. Numerical results are provided justifying the usefulness of the proposed methods.

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Variable order fractional calculus Finite difference approximation Convergence order Numerical method

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Springer Verlag

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