Fast Second-Order Evaluation for Variable-Order Caputo Fractional Derivative with Applications to Fractional Sub-Diffusion Equations

نویسندگان

چکیده

In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and exponential-sum-approximation technique. The evaluation method can achieve accuracy further reduce computational cost acting memory for VO derivative. This algorithm applied construct relevant temporal spatial fourth-order scheme ($FL2$-$1_{\sigma}$ scheme) multi-dimensional time-fractional sub-diffusion equations. Theoretically, $FL2$-$1_{\sigma}$ proved fulfill similar properties of coefficients as those well-studied scheme. Therefore, strictly be unconditionally stable convergent. A sharp decrease in shown numerical examples demonstrate efficiency proposed method.

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ژورنال

عنوان ژورنال: Numerical Mathematics-theory Methods and Applications

سال: 2022

ISSN: ['1004-8979', '2079-7338']

DOI: https://doi.org/10.4208/nmtma.oa-2021-0148