Non-local fractional derivatives. Discrete and continuous

Abstract

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When the functions are good enough, these approximation procedures give a measure of the order of approximation. These results also allows us to prove the coincidence, for good enough functions, of the Marchaud and Gr\"unwald-Letnikov derivatives in every point and the speed of convergence to the Gr\"unwald-Letnikov derivative. The fractional discrete derivative will be also described as a Neumann-Dirichlet operator defined by a semi-discrete extension problem. Some operators related to the Harmonic Analysis associated to the discrete derivative will be also considered, in particular their behavior in the Lebesgue spaces $\ell^p(\mathbb{Z}).$