Grünwald–Letnikov derivative

E898517

The Grünwald–Letnikov derivative is a fundamental definition of fractional differentiation based on limit processes and finite differences, widely used as a foundation for fractional calculus.

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Predicate Object
instanceOf fractional derivative definition
mathematical concept
notion in fractional calculus
alternativeName Grünwald–Letnikov fractional derivative NERFINISHED
approximatedBy fractional finite difference schemes
basedOn finite differences
limit process
category nonlocal derivative
characterizedBy limit of fractional difference quotients
defines fractional order derivative
domain complex-valued functions
real-valued functions
equivalentTo Riemann–Liouville derivative under suitable conditions
field fractional calculus
generalizes integer order derivative
hasKernel power-law type weighting
hasRepresentation infinite series
hasType left-sided fractional derivative
right-sided fractional derivative
introducedIn 19th century
mathematicalDiscipline analysis
operator theory
namedAfter Aleksandr Letnikov NERFINISHED
Alfred Grünwald NERFINISHED
order complex order
real order
property depends on function history
reduces to classical derivative when order is integer
relatedTo Caputo derivative NERFINISHED
Riemann–Liouville derivative NERFINISHED
fractional difference operator
fractional integral
specialCaseOf fractional difference calculus
timeDomain nonlocal operator
usedFor modeling hereditary phenomena
modeling memory effects
usedIn anomalous diffusion modeling
control theory
discrete-time fractional systems
fractional-order dynamical systems
numerical methods for fractional differential equations
signal processing
viscoelasticity modeling
uses backward difference operator
binomial coefficients
discrete convolution sum
fractional order α

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Caputo derivative relatedTo Grünwald–Letnikov derivative