The fractional orthogonal derivative

Abstract

This paper builds on the notion of the so-called orthogonal derivative, where an n-th order derivative is approximated by an integral involving an orthogonal polynomial of degree n. This notion was reviewed in great detail in a paper in J. Approx. Theory (2012) by the author and Koornwinder. Here an approximation of the Weyl or Riemann-Liouville fractional derivative is considered by replacing the n-th derivative by its approximation in the formula for the fractional derivative. In the case of, for instance, Jacobi polynomials an explicit formula for the kernel of this approximate fractional derivative can be given. Next we consider the fractional derivative as a filter and compute the transfer function in the continuous case for the Jacobi polynomials and in the discrete case for the Hahn polynomials. The transfer function in the Jacobi case is a confluent hypergeometric function. A different approach is discussed which starts with this explicit transfer function and then obtains the approximate fractional derivative by taking the inverse Fourier transform. The theory is finally illustrated with an application of a fractional differentiating filter. In particular, graphs are presented of the absolute value of the modulus of the transfer function. These make clear that for a good insight in the behavior of a fractional differentiating filter one has to look for the modulus of its transfer function in a log-log plot, rather than for plots in the time domain.Comment: 32 pages, 7 figures. The section between formula (4.15) and (4.20) is correcte