Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations: A Second-Order Scheme
DOI10.4208/cicp.OA-2017-0019zbMath1488.65306MaRDI QIDQ5159009
Jiwei Zhang, Zhi-zhong Sun, Yonggui Yan
Publication date: 26 October 2021
Published in: Communications in Computational Physics (Search for Journal in Brave)
stability analysis; fast algorithm; Caputo fractional derivative; fractional diffusion equation; sum-of-exponentials approximation
26A33: Fractional derivatives and integrals
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
33F05: Numerical approximation and evaluation of special functions
34A08: Fractional ordinary differential equations
35R11: Fractional partial differential equations
Uses Software
