Fractional derivative
ID: fractional-derivative
A fractional derivative extends differentiation to noninteger orders, but a choice of definition and endpoint data is part of the operator. For , the left Riemann-Liouville version iswhen the integral and derivative exist. Here is the gamma function. The value depends on a whole interval of earlier values rather than only on values arbitrarily near , making such operators useful in models with memory.[ref]
NIST Digital Library of Mathematical Functions. Sections 1.15(vi)–(vii), fractional integrals and derivatives
For and , direct use of the beta function gives , with the usual reciprocal-gamma interpretation at poles. In particular, . The alternative Caputo definition integrates instead and sends a constant to zero. These are different operators, even though both recover familiar derivatives in appropriate integer-order limits.
New to topics? Read the docs here!