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Numerical discretization of Riemann–Liouville fractional derivatives with strictly positive eigenvalues
Journal article   Open access

Numerical discretization of Riemann–Liouville fractional derivatives with strictly positive eigenvalues

Sam Motsoka Rametse and Rhameez Sheldon Herbst
2026
Handle:
https://hdl.handle.net/10210/519218

Abstract

Riemann–Liouville fractional derivative fractional Calculus spectral analysis
This paper investigates a unique and stable numerical approximation of the Riemann– Liouville Fractional Derivative. We utilize diagonal norm finite difference-based time integration methods within the summation-by-parts framework. The second-order accurate discretizations developed in this study are proven to possess eigenvalues with strictly positive real parts for non-integer orders of the fractional derivative. These results lead to provably invertible, fully discrete approximations of Riemann–Liouville derivatives.
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