All-at-once method for variable-order time fractional diffusion equations (Q2129623)

The numerical solution of the variable-order time-fractional diffusion equation VO-tFDE is investigated by applying the central difference scheme to the spatial derivative and \(L_1\) formula to the temporal VO fractional derivative. An all-at-once linear system is obtained by assembling discrete equations of all time steps together. A fast algorithm is constructed for all-at-once computation of for the VO-tFDE by using the hierarchical-matrix (\(H\)-matrix) approximation technique and the divide-and-conquer algorithm (DAC). The \(H\)-matrix is a matrix with the low-rank property, i.e., its off-diagonal blocks have small and nearly bounded (numerical) ranks. The linear system is without the Toeplitz structure due to the impact of the time-dependent VO function. The off-diagonal blocks of the coefficient matrix are approximated by low rank matrices by the use of polynomial interpolation with Chebyshev nodes. The stability and convergence of the fast numerical scheme are also analyzed. Numerical experiments are presented to validate the accuracy and the efficiency of the proposed method.