An Efficient Numerical Scheme for Variable-Order Fractional Sub-Diffusion Equation

Abstract

The variable-order (VO) fractional calculus can be seen as a natural extension of the constant-order, which can be utilized in physical and biological applications. In this study, we derive a new numerical approximation for the VO fractional Riemann–Liouville integral formula and developed an implicit difference scheme (IDS) for the variable-order fractional sub-diffusion equation (VO-FSDE). The derived approximation used in the VO time fractional derivative with the central difference approximation for the space derivative. Investigated the unconditional stability by the van Neumann method, consistency, and convergence analysis of the proposed scheme. Finally, a numerical example is presented to verify the theoretical analysis and effectiveness of the proposed scheme.