A fast time stepping method for evaluating fractional integrals

2009
Publication type:
Paper in peer-reviewed journals
Journal:
SIAM Journal on Scientific Computing
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 },
}