Fractional Calculus#
Fractional Calculus
What is Fractional Calculus?#
Fractional calculus is a generalised form of the integer-order calculus. While an integer-order derivative is a local operator, a fractional derivative is a non-local operator. The notion of Brownian motion is extended to admit Levy stable processes in the case of fractional diffusion. Many different operators have been described as fractional derivatives and integrals, with different properties and behaviours, and there are also further generalisations within non-local calculus.
Real-world applications of non-local models can be found in turbulence, viscoelasticity, fracture mechanics, economics, electrical circuits, and plasma physics. Until recently, the theory and applications of fractional operators and equations did not receive much attention, so that many fundamental questions remain unanswered.
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