A Fast High Order Method for the Time-Fractional Diffusion Equation

DOI10.1137/18M1231225zbMath1435.65147OpenAlexW2991946954MaRDI QIDQ5203792

Hongyi Zhu, Chuanju Xu

Publication date: 9 December 2019

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1231225

zbMATH Keywords

error estimatetime-fractional diffusion equationtime stepping schemesum-of-exponentials approximation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for PDEs with pseudodifferential operators (35S10) Fractional partial differential equations (35R11)

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