The sine and cosine diffusive representations for the Caputo fractional derivative

Abstract

In recent years, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the slow and memory consuming methods. Diffusive representation of fractional derivative is an efficient tool to overcome the mentioned challenge. This paper presents two new diffusive representations to approximate the Caputo fractional derivative of order $0<\alpha <1$. An error analysis of the newly presented methods together with some numerical examples is provided at the end.