Exact discretization by Fourier transforms

Abstract

A discretization of differential and integral operators of integer and non-integer orders is suggested. New type of differences, which are represented by infinite series, is proposed. A characteristic feature of the suggested differences is an implementation of the same algebraic properties that have the operator of differentiation (property of algebraic correspondence). Therefore the suggested differences are considered as an exact discretization of derivatives. These differences have a property of universality, which means that these operators do not depend on the form of differential equations and the parameters of these equations. The suggested differences operators allows us to have difference equations whose solutions are equal to the solutions of corresponding differential equations. The exact discretization of the derivatives of integer orders is given by the suggested differences of the same integer orders. Similarly, the exact discretization of the Riesz derivatives and integrals of integer and non-integer order is given by the proposed fractional differences of the same order.