Rational Approximations for Oscillatory Two-Parameter Mittag-Leffler Function

Abstract

The two-parameter Mittag-Leffler function $E_{\alpha, \beta}$ is of fundamental importance in fractional calculus. It appears frequently in the solutions of fractional differential and integral equations. Nonetheless, this vital function is often expensive to compute. Several attempts have been made to construct cost-effective and accurate approximations. These attempts focus mainly on the completely monotone Mittag-Leffler functions. However, when $\alpha > 1$ the monotonicity property is largely lost and as such roots and oscillations are exhibited. Consequently, existing approximants constructed mainly for $\alpha \in (0,1)$ often fail to capture this oscillatory behavior. In this paper, we construct computationally efficient and accurate rational approximants for $E_{\alpha, \beta}(-t)$, $t \ge 0$, with $\alpha \in (1,2)$. This construction is fundamentally based on the decomposition of Mittag-Leffler function with real roots into one without and a polynomial. Following which new approximants are constructed by combining the global Pad\'e approximation with a polynomial of appropriate degree. The rational approximants are extended to approximation of matrix Mittag-Leffler and different approaches to achieve efficient implementation for matrix arguments are discussed. Numerical experiments are provided to illustrate the significant accuracy improvement achieved by the proposed approximants.