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Evaluation of generalized Mittag–Leffler functions on the real line

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Abstract

This paper addresses the problem of the numerical computation of generalized Mittag–Leffler functions with two parameters, with applications in fractional calculus. The inversion of their Laplace transform is an effective tool in this direction; however, the choice of the integration contour is crucial. Here parabolic contours are investigated and combined with quadrature rules for the numerical integration. An in-depth error analysis is carried out to select suitable contour’s parameters, depending on the parameters of the Mittag–Leffler function, in order to achieve any fixed accuracy. We present numerical experiments to validate theoretical results and some computational issues are discussed.

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Authors and Affiliations

  1. Dipartimento di Matematica, Università degli Studi di Bari “Aldo Moro”, Via E. Orabona n.4, 70125, Bari, Italy

    Roberto Garrappa

  2. Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento, Via per Arnesano, 73100, Lecce, Italy

    Marina Popolizio

Authors
  1. Roberto Garrappa
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  2. Marina Popolizio
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Correspondence to Roberto Garrappa.

Additional information

Communicated by: J. M. Peña.

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Garrappa, R., Popolizio, M. Evaluation of generalized Mittag–Leffler functions on the real line. Adv Comput Math 39, 205–225 (2013). https://doi.org/10.1007/s10444-012-9274-z

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  • DOI: https://doi.org/10.1007/s10444-012-9274-z

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