In application sometimes, one choose Caputo fractional derivative and in other situations one prefer Riemann-Liouville one. What are the main differences between them, and how to choose?
Unfortunately, different from classical or integer-order derivative, there are several kinds of definitions for fractional derivatives. These definitions are generally not equivalent with each other.
The following papers are "on Riemann and Caputo fractional differences"
Article On Riemann and Caputo fractional differences