Informatica

In this paper, the numerical algorithms for calculating the values of the left- and right-sided Riemann–Liouville fractional integrals and the Riesz fractional integral using spline interpolation techniques are derived. The linear, quadratic and three variants of cubic splines are taken into account. The estimation of errors using analytical methods are derived. We show four examples of numerical evaluation of the mentioned fractional integrals and determine the experimental rate of convergence for each derived algorithm. The high-precision calculations are executed using the 128-bit floating-point numbers and arithmetic routines.

This work was stimulated by investigations on Markow Renewal Processes. For finding analytic solutions (to compute the probabilities of certain states of the system) multivariate Laplace transforms can be used. Tables with correspondences of function and their transforms very rarely help to solve such problems.