Numerical approximation of the fractional derivative
Introduction to the fractional derivative

Two finite-difference approximation methods are outlined here. The first approximation technique is linked to the Grünwald-Letnikov definition. It consists in approximating the fractional derivative by a decentered upstream finite-difference scheme, accurate to first order. The second method uses a second-order, off-center backward scheme. This is the G scheme ^α developed by Galucio et al. .