A High Order Formula to Approximate the Caputo Fractional Derivative

Abstract

We present here a high-order numerical formula for approximating the Caputo fractional derivative of order $$\alpha$$ for $$0<\alpha<$$1. This new formula is on the basis of the third degree Lagrange interpolating polynomial and may be used as a powerful tool in solving some kinds of fractional ordinary/partial differential equations. In comparison with the previous formulae, the main superiority of the new formula is its order of accuracy which is $$4-\alpha ,$$ while the order of accuracy of the previous ones is less than 3. It must be pointed out that the proposed formula and other existing formulae have almost the same computational cost. The effectiveness and the applicability of the proposed formula are investigated by testing three distinct numerical examples. Moreover, an application of the new formula in solving some fractional partial differential equations is presented by constructing a finite difference scheme. A PDE-based image denoising approach is proposed to demonstrate the performance of the proposed scheme.