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7. Numerical approximation of the fractional derivative
Two finite-difference approximation methods are outlined here. The first approximation technique is linked to the Grünwald-Letnikov definition. It consists in approximating the fractional derivative by a decentered upstream finite-difference scheme, accurate to first order. The second method uses a second-order, off-center backward scheme. This is the G scheme α developed by Galucio et al. .
7.1 Grünwald-Letnikov diagram
Let u be a function of time known...
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