Computing Hadamard type operators of variable fractional order

Abstract

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these operators as series of terms involving integer-order derivatives only, and then approximate the fractional operators by a finite sum. An upper bound formula for the error is provided. We exemplify our method by applying the proposed numerical procedure to the solution of a fractional differential equation and a fractional variational problem with dependence on the Hadamard-Marchaud fractional derivative.

This is a preprint of a paper whose final and definite form will be published in Applied Mathematics and Computation, ISSN: 0096-3003. Submitted 10/June/2014; revised 03/Dec/2014; accepted 16/Dec/2014