Abstract

The Mittag-Leffler (ML) function plays a fundamental role in fractional calculus but very few methods are available for its numerical evaluation. In this work we present a method for the efficient computation of the ML function based on the numerical inversion of its Laplace transform (LT): an optimal parabolic contour is selected on the basis of the distance and the strength of the singularities of the LT, with the aim of minimizing the computational effort and reducing the propagation of errors. Numerical experiments are presented to show accuracy and efficiency of the proposed approach. The application to the three parameter ML (also known as Prabhakar) function is also presented.

Keywords

  1. Mittag-Leffler function
  2. Laplace transform
  3. trapezoidal rule
  4. fractional calculus
  5. Prabhakar function
  6. special function

MSC codes

  1. 33E12
  2. 44A10
  3. 65D30
  4. 33F05
  5. 26A33

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Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
Pages: 1350 - 1369
ISSN (online): 1095-7170

History

Submitted: 2 June 2014
Accepted: 16 March 2015
Published online: 26 May 2015

Keywords

  1. Mittag-Leffler function
  2. Laplace transform
  3. trapezoidal rule
  4. fractional calculus
  5. Prabhakar function
  6. special function

MSC codes

  1. 33E12
  2. 44A10
  3. 65D30
  4. 33F05
  5. 26A33

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