Discretization of Fractional Differential Equations by a Piecewise Constant Approximation

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a dynamical systems analysis. Unfortunately, due to mistakes in the fundamental papers, the difference equations formulated through this process do not capture the dynamics of the fractional order equations. We show that the correct application of this nonstandard piecewise approximation leads to a one parameter family of fractional order differential equations that converges to the original equation as the parameter tends to zero. A closed formed solution exists for each member of this family and leads to the formulation of a difference equation that is of increasing order as time steps are taken. Whilst this does not lead to a simplified dynamical analysis it does lead to a numerical method for solving the fractional order differential equation. The method is shown to be equivalent to a quadrature based method, despite the fact that it has not been derived from a quadrature. The method can be implemented with non-uniform time steps. An example is provided showing that the difference equation can correctly capture the dynamics of the underlying fractional differential equation

Consistency Conditions for Fundamentally Discrete Theories

The dynamics of physical theories is usually described by differential equations. Difference equations then appear mainly as an approximation which can be used for a numerical analysis. As such, they have to fulfill certain conditions to ensure that the numerical solutions can reliably be used as approximations to solutions of the differential equation. There are, however, also systems where a difference equation is deemed to be fundamental, mainly in the context of quantum gravity. Since difference equations in general are harder to solve analytically than differential equations, it can be helpful to introduce an approximating differential equation as a continuum approximation. In this paper implications of this change in view point are analyzed to derive the conditions that the difference equation should satisfy. The difference equation in such a situation cannot be chosen freely but must be derived from a fundamental theory. Thus, the conditions for a discrete formulation can be translated into conditions for acceptable quantizations. In the main example, loop quantum cosmology, we show that the conditions are restrictive and serve as a selection criterion among possible quantization choices.Comment: 33 page