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In mathematics, the Grünwald–Letnikov derivative is a basic extension of the derivative in fractional calculus that allows one to take the derivative a non-integer number of times. It was introduced by Anton Karl Grünwald (1838–1920) from Prague, in 1867, and by Aleksey Vasilievich Letnikov (1837–1888) in Moscow in 1868. ==Constructing the Grünwald–Letnikov derivative== The formula : for the derivative can be applied recursively to get higher-order derivatives. For example, the second-order derivative would be: : : Assuming that the ''h'' 's converge synchronously, this simplifies to: : which can be justified rigorously by the mean value theorem. In general, we have (see binomial coefficient): : Removing the restriction that ''n'' be a positive integer, it is reasonable to define: : This defines the Grünwald–Letnikov derivative. To simplify notation, we set: : So the Grünwald–Letnikov derivative may be succinctly written as: : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Grünwald–Letnikov derivative」の詳細全文を読む スポンサード リンク
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