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
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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