Sibuya probability distributions and numerical evaluation of fractional-order operators
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arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866909604289445888 |
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| author | Leonenko, Nikolai Podlubny, Igor |
| author_facet | Leonenko, Nikolai Podlubny, Igor |
| contents | In this work we explore the Sibuya discrete probability distribution, which serves as the basis and the main instrument for numerical simulations of Grunwald--Letnikov fractional derivatives by the Monte Carlo method. We provide three methods for simulating the Sibuya distribution. We also introduce the Sibuya-like sieved probability distributions, and apply them to numerical fractional-order differentiation. Additionally, we use the Monte Carlo method for evaluating fractional-order integrals, and suggest the notion of the continuous Sibuya probability distribution. The developed methods and tools are illustrated by examples of computation. We provide the MATLAB toolboxes for simulation of the Sibuya probability distribution, and for the numerical examples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_21523 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Sibuya probability distributions and numerical evaluation of fractional-order operators Leonenko, Nikolai Podlubny, Igor Numerical Analysis Probability 65C05 (primary), 65D25, 26A33 In this work we explore the Sibuya discrete probability distribution, which serves as the basis and the main instrument for numerical simulations of Grunwald--Letnikov fractional derivatives by the Monte Carlo method. We provide three methods for simulating the Sibuya distribution. We also introduce the Sibuya-like sieved probability distributions, and apply them to numerical fractional-order differentiation. Additionally, we use the Monte Carlo method for evaluating fractional-order integrals, and suggest the notion of the continuous Sibuya probability distribution. The developed methods and tools are illustrated by examples of computation. We provide the MATLAB toolboxes for simulation of the Sibuya probability distribution, and for the numerical examples. |
| title | Sibuya probability distributions and numerical evaluation of fractional-order operators |
| topic | Numerical Analysis Probability 65C05 (primary), 65D25, 26A33 |
| url | https://arxiv.org/abs/2504.21523 |