Abstract:In this paper, a fast second-order accurate difference scheme is proposed for solving the space-time fractional equation. The temporal Caputo derivative is approximated by L2-1 formula which employs the sum-of-exponential approximation to the kernel function appeared in Caputo derivative. The second-order linear spline approximation is applied to the spatial Riemann-Liouville derivative. At each time step, a fast algorithm, the preconditioned conjugate gradient normal residual method with a circulant precond… Show more
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