Solving time-fractional differential equation via rational approximation

02/09/2021 ∙ by Ustim Khristenko, et al. ∙ 0

Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires to take into account the whole evolution history during the time integration, which then possibly causes additional memory use to store the history, growing in time. An alternative to a quadrature of the history integral is to approximate the fractional kernel with the sum of exponentials, which is equivalent to consider the FDE solution as a sum of solutions to a system of ODEs. One possibility to construct this system is to approximate the Laplace spectrum of the fractional kernel with a rational function. In this paper, we use the adaptive Antoulas–Anderson (AAA) algorithm for the rational approximation of the kernel spectrum which yields only a small number of real valued poles. We propose a numerical scheme based on this idea and study its stability and convergence properties. Moreover, we apply the algorithm to a time-fractional Cahn-Hilliard problem.

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