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    Grünwald-Letnikov Derivative

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    Gastón Vergara Hermosilla
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    Grünwald-Letnikov Derivative

    Uploaded by

    Gastón Vergara Hermosilla
    83 views3 pages
    muy buena

    Original Title

    Grünwald–Letnikov Derivative

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    83 views3 pages

    Grünwald-Letnikov Derivative

    Uploaded by

    Gastón Vergara Hermosilla
    muy buena

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    © All Rights Reserved
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    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:

    1 de 3 12/06/17 18:17
    GrnwaldLetnikov derivative - Wikipedia https://en.wikipedia.org/wiki/GrnwaldLetniko...

    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.

    Retrieved from "https://en.wikipedia.org/w/index.php?title=Grnwald


    Letnikov_derivative&oldid=785293344"

    Categories: Fractional calculus

    2 de 3 12/06/17 18:17
    GrnwaldLetnikov derivative - Wikipedia https://en.wikipedia.org/wiki/GrnwaldLetniko...

    This page was last edited on 12 June 2017, at 18:25.


    Text is available under the Creative Commons Attribution-ShareAlike
    License; additional terms may apply. By using this site, you agree to the
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    the Wikimedia Foundation, Inc., a non-prot organization.

    3 de 3 12/06/17 18:17

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