A Fast Time Stepping Method for Evaluating Fractional Integrals

  • Authors:

  • Jing-Rebecca Li

  • Affiliations:

  • jingrebecca.li@inria.fr

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2010

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Abstract

We evaluate the fractional integral $I^\alpha[f](t)=\frac{1}{\Gamma(\alpha)}\int_0^t(t-\tau)^{\alpha-1}\,f(\tau)\,d\tau$, $0