A fast time stepping method for evaluating fractional integrals

Jing-Rebecca Li

2009

Type de publication :

Article (revues avec comité de lecture)

Journal :

SIAM Journal on Scientific Computing

DOI :

10.1137/080736533

HAL :

hal-00782987

Résumé :

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 },
}