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

TL;DR

This paper introduces a fast, second-order accurate method for computing variable-order Caputo fractional derivatives, significantly reducing computational cost and memory usage in solving fractional sub-diffusion equations.

Contribution

It develops a novel fast approximation technique based on $L2$-$1_\sigma$ formula and exponential-sum-approximation, enabling efficient numerical schemes for VO fractional derivatives.

Findings

Achieves second-order accuracy in derivative approximation.

Proves unconditional stability and convergence of the proposed scheme.

Demonstrates reduced computational cost and memory in numerical tests.

Abstract

In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ 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 $L2$-$1_\sigma$ 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.