Fast Evaluation of Linear Combinations of Caputo Fractional Derivatives and Its Applications to Multi-Term Time-Fractional Sub-Diffusion Equations

DOI10.4208/nmtma.OA-2019-0013zbMath1463.65221MaRDI QIDQ5143948

Guang-hua Gao, Qian Yang

Publication date: 14 January 2021

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

stability; convergence; fast evaluation; multi-term fractional derivatives; sum-of-exponentials approximation

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations