Positive time fractional derivative

Details Positive time fractional derivative Positive time fractional derivative

2002-10-07

arxiv.org/abs/cs/0210005v1

Computer Science

Computational Engineering, Finance, and Science

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Scientific paper

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer order. The Fourier transform of the fractional time derivative in the Riemann-Liouville and Caputo senses, however, involves a complex power function of the fractional order. In this study, a positive time derivative of fractional or odd integer order is introduced to respect the positivity in modeling the anomalous diffusions.

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