A windowing waveform relaxation method for time-fractional differential equations

This paper presents a new windowing waveform relaxation method for time-fractional differential equations. Unlike the classical case, the proposed windowing method uses the history part of the solution at each window. Second, it is the first time that a multi-domain finite difference scheme together with a windowing method has been used for the time-fractional differential equations, which makes the numerical scheme very efficient. Third, the paper provides an effective estimation on window length. Numerical results are given to further illustrate the theoretical analysis.