MCFD Toolbox

The Monte Carlo method for fractional-order differentiation

This is a set of demo LiveScripts to our papers:

Leonenko, N., Podlubny, I.: Monte Carlo method for fractional-order differentiation. Fractional Calculus and Applied Analysis, vol. 25, 346–361 (2022). https://doi.org/10.1007/s13540-022-00017-3

Leonenko, N., Podlubny, I.: Monte Carlo method for fractional-order differentiation extended to higher orders. Fractional Calculus and Applied Analysis, vol. 25, 841–857 (2022). https://doi.org/10.1007/s13540-022-00048-w

To make this set self-contained, the MLF.M function from the previous submission ID 8738 and the BCRECUR.M function from the previous submission ID 22071 are included.