differint: A Python Package for Numerical Fractional Calculus

Abstract

Fractional calculus has become widely studied and applied to physical problems in recent years. As a result, many methods for the numerical computation of fractional derivatives and integrals have been defined. However, these algorithms are often programmed in an ad hoc manner, requiring researchers to implement and debug their own code. This work introduces the \textit{differint} software package, which offers a single repository for multiple numerical algorithms for the computation of fractional derivatives and integrals. This package is coded in the open-source Python programming language. The Gr\"unwald-Letnikov, improved Gr\"unwald-Letnikov, and Riemann-Liouville algorithms from the fractional calculus are included in this package. The algorithms presented are computed from their descriptions found in [2]. This work concludes with suggestions for the application of the \textit{differint} software package.