Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations: A Second-Order Scheme

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DOI10.4208/cicp.OA-2017-0019zbMath1488.65306OpenAlexW2741724023MaRDI QIDQ5159009

Jiwei Zhang, Yonggui Yan, Zhi-zhong Sun

Publication date: 26 October 2021

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

Full work available at URL: https://doi.org/10.4208/cicp.oa-2017-0019

zbMATH Keywords

stability analysis fast algorithm Caputo fractional derivative fractional diffusion equation sum-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) Numerical approximation and evaluation of special functions (33F05) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11)

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