SIAM Journal on Numerical Analysis


Numerical Evaluation of Two and Three Parameter Mittag-Leffler Functions

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Article Data

History

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

Publication Data

ISSN (print): 0036-1429
ISSN (online): 1095-7170
CODEN: sjnaam

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.

© 2015, Society for Industrial and Applied Mathematics

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