Fast second-order evaluation for variable-order Caputo fractional derivative with applications to fractional sub-diffusion equations

DOI10.4208/NMTMA.OA-2021-0148MaRDI QIDQ5864774zbMATH OpenFDO

Authors Jiali Zhang, Zhi-Wei Fang, Hai-Wei Sun

Publication date 8 June 2022

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.02960

zbMATH Keywords

exponential-sum-approximation methodfast algorithmstability and convergencetime-fractional sub-diffusion equationvariable-order Caputo fractional derivative

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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

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Cited in

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