A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows

Lei Li 0006, Jian-Guo Liu. A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows. SIAM J. Numerical Analysis, 57(5):2095-2120, 2019. [doi]

Abstract

Abstract is missing.