Fast evaluation of the Caputo fractional derivative and its applications to fractional diffusion equations

Shidong Jiang, Jiwei Zhang, Qian Zhang +1

We present an efficient algorithm for the evaluation of the Caputo fractional derivative ${}_0^C{D}_t^{\alpha }f(t)$ of order $\alpha \in (0,1)$, which can be expressed as a convolution of $f^{\prime }(t)$…