A fast time stepping method for evaluating fractional integrals
2009
Publication type:
Paper in peer-reviewed journals
Journal:
SIAM Journal on Scientific Computing
DOI:
HAL:
Abstract:
We evaluate the fractional integral by making use of the integral representation of the convolution kernel. We construct an efficient quadrature of this integral representation and use it as a part of a fast time stepping method. The (possible) singularity of f is taken into account. This new method is particularly well-suited for long time simulations.
BibTeX:
@article{Li-2009, author={Jing-Rebecca Li }, title={A fast time stepping method for evaluating fractional integrals }, doi={10.1137/080736533 }, journal={SIAM Journal on Scientific Computing }, year={2009 }, }