Exponential integrators for time-fractional partial differential equations

被引：23
|
作者：
Garrappa, R. [1 ]
机构：
[1] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy
来源：
EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS | 2013年 / 222卷 / 08期
关键词：
MULTISTEP METHODS; MATRIX; APPROXIMATIONS; DIFFUSION; ERROR; VOLTERRA;
D O I：
10.1140/epjst/e2013-01973-1
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Time-fractional partial differential equations can be numerically solved by first discretizing with respect to the spatial derivatives and hence applying a time-step integrator. An exponential integrator for fractional differential equations is proposed to overcome the stability issues due to the stiffness in the resulting semi-discrete system. Convergence properties and the main implementation issues are studied. The advantages of the proposed method are illustrated by means of some test problems.
引用
收藏
页码：1915 / 1927
页数：13
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