The problems formulated in the fractional calculus framework often require numerical fractional integration/differentiation of large data sets. Several existing fractional control toolboxes are capable of performing fractional calculus operations, however, none of them can efficiently perform numerical integration on multiple large data sequences. We developed a Fractional Integration Toolbox (FIT), which efficiently performs fractional numerical integration/differentiation of the Riemann-Liouville type on large data sequences. The toolbox allows parallelization and is designed to be deployed on both CPU and GPU platforms.
Keywords: Riemann-Liouville fractional derivative; Riemann-Liouville fractional integral; fractional calculus; fractional reaction-diffusion equation; numerical quadrature.