Matrix approach to the fractional calculus

Abstract: In this paper, we introduce the new construction of fractional derivatives and integrals with respect to a function, based on a matrix approach. We believe that this is a powerful tool in both analytical and numerical calculations. We begin with the differential operator with respect to a function that generates a semigroup. By discretizing this operator, we obtain a matrix approximation. Importantly, this discretization provides not only an approximating operator but also an approximating semigroup. This point motivates our approach, as we then apply Balakrishnan's representations of fractional powers of operators, which are based on semigroups. Using estimates of the semigroup norm and the norm of the difference between the operator and its matrix approximation, we derive the convergence rate for the approximation of the fractional power of operators with the fractional power of correspondings matrix operators. In addition, an explicit formula for calculating an arbitrary power of a two-band matrix is obtained, which is indispensable in the numerical solution of fractional differential and integral equations.