Discrete Variational Method for Sturm-Liouville Problems with Fractional Order Derivatives

5 Pages Posted: 7 Nov 2018

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Date Written: July 1, 2018

Abstract

In this paper we derive a discrete variational method for computing the eigenfunctions and eigenvalues of Sturm-Liouville problems involving fractional order derivatives. We formulate the problem as the variational minimization of a functional, whereby the functional is discretized in such a manner that it is exact for piecewise linear functions. The proposed discretization leads to a functional of symmetric quadratic forms. The problem is thereby reduced to a numerical eigenvalue problem subject to linear constraints to enforce the boundary conditions. The symmetry of the matrices ensures that all computed eigenvalues are real, in accordance with classic Sturm-Liouville problems. The method is demonstrated on the fractional vibrating string equation, as well as a fractional variant of a singular form of Bessel’s equation.

Suggested Citation

Harker, Matthew, Discrete Variational Method for Sturm-Liouville Problems with Fractional Order Derivatives (July 1, 2018). Proceedings of International Conference on Fractional Differentiation and its Applications (ICFDA) 2018. Available at SSRN: https://ssrn.com/abstract=3279785 or http://dx.doi.org/10.2139/ssrn.3279785

Matthew Harker (Contact Author)

University of Leoben ( email )

Leoben, A-8700
Austria

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