Title
Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions
Abstract
We propose three time-splitting schemes for nonlinear time-fractional differential equations with smooth solutions, where the order of the fractional derivative is 0 < alpha < 1. While one of the schemes is of order a, the other two schemes are of order 1 + alpha and 2 - alpha and thus they can be combined to provide flexible numerical methods with convergence order no less than 3/2. We prove the convergence and stability of the proposed schemes. Numerical examples illustrate the flexibility and the efficiency of these time-splitting schemes and show that they work for multirate and stiff time-fractional differential systems effectively.
Year
DOI
Venue
2015
10.1137/140996495
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
Field
DocType
time-fractional derivatives,multirate systems,stiff systems
Convergence (routing),Differential equation,Mathematical optimization,Nonlinear system,Differential systems,Mathematical analysis,Fractional calculus,Numerical analysis,Mathematics
Journal
Volume
Issue
ISSN
37
4
1064-8275
Citations 
PageRank 
References 
3
0.42
17
Authors
3
Name
Order
Citations
PageRank
Wanrong Cao1688.81
Zhongqiang Zhang2455.20
George E. Karniadakis337535.23