Numerical evaluation of two and three parameter Mittag-Leffler functions

Abstract

The Mittag-Leffler (ML) function plays a fundamental role in fractional calculus but very few methods are available for its numerical evaluation. In this work we present a method for the efficient computation of the ML function based on the numerical inversion of its Laplace transform (LT): an optimal parabolic contour is selected on the basis of the distance and the strength of the singularities of the LT, with the aim of minimizing the computational effort and reduce the propagation of errors. Numerical experiments are presented to show accuracy and efficiency of the proposed approach. The application to the three parameter ML (also known as Prabhakar) function is also presented.

Accepted for publication in SIAM Journal on Numerical Analysis

References in corpus (1)

• The Mittag-Leffler function

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