Numerical Discretization of Riemann–Liouville Fractional Derivatives with Strictly Positive Eigenvalues

This paper investigates a unique and stable numerical approximation of the Riemann–Liouville Fractional Derivative. We utilize diagonal norm finite difference-based time integration methods within the summation-by-parts framework. The second-order accurate discretizations developed in this study are proven to possess eigenvalues with strictly positive real parts for non-integer orders of the fractional derivative. These results lead to provably invertible, fully discrete approximations of Riemann–Liouville derivatives.