A multiscale collocation method for fractional differential problems

We introduce a multiscale collocation method to numerically solve differential problems involving both ordinary and fractional derivatives of high order. The proposed method uses multiresolution analyses (MRA) as approximating spaces and takes advantage of a finite difference formula that allows us to express both ordinary and fractional derivatives of the approximating function in a closed form. Thus, the method is easy to implement, accurate and efficient. The convergence and the stability of the multiscale collocation method are proved and some numerical results are shown.We introduce a multiscale collocation method to numerically solve differential problems involving both ordinary and fractional derivatives of high order. The proposed method uses multiresolution analyses (MRA) as approximating spaces and takes advantage of a finite difference formula that allows us to express both ordinary and fractional derivatives of the approximating function in a closed form. Thus, the method is easy to implement, accurate and efficient. The convergence and the stability of the multiscale collocation method are proved and some numerical results are shown

No Violation of the Leibniz Rule. No Fractional Derivative

We demonstrate that a violation of the Leibniz rule is a characteristic property of derivatives of non-integer orders. We prove that all fractional derivatives D^a, which satisfy the Leibniz rule D^(fg)=(D^a f) g + f (D^a g), should have the integer order a=1, i.e. fractional derivatives of non-integer orders cannot satisfy the Leibniz rule.Comment: 6 page

Isoperimetric problems of the calculus of variations with fractional derivatives

In this paper we study isoperimetric problems of the calculus of variations with left and right Riemann-Liouville fractional derivatives. Both situations when the lower bound of the variational integrals coincide and do not coincide with the lower bound of the fractional derivatives are considered.Comment: Submitted 02-Oct-2009; revised 30-Jun-2010; accepted 10-May-2011; for publication in the journal Acta Mathematica Scienti

Extension of Mikhlin Multiplier Theorem to Fractional Derivatives and Stable Processes

In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between fractional derivatives and stable processes and prove a version of Mikhlin theorem under a condition given in terms of the infinitesimal generator of symmetric stable process. The classical Mikhlin theorem is shown to be a corollary of this new generalized version in this paper.Comment: 23 page