Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations

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DOI10.4208/cicp.OA-2016-0136zbMath1488.65247arXiv1511.03453MaRDI QIDQ5158714

Zhimin Zhang, Qian Zhang, Jiwei Zhang, Shidong Jiang

Publication date: 26 October 2021

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.03453

zbMATH Keywords

stability analysis fractional derivative Caputo derivative fractional diffusion equation fast convolution algorithm sum-of-exponentials approximation

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11)

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