A fast method for variable-order space-fractional diffusion equations

Abstract

We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the resulting stiffness matrix of the numerical approximation does not have a Toeplitz-like structure. In this paper we derive a fast approximation of the coefficient matrix by the means of a sum of Toeplitz matrices multiplied by diagonal matrices. We show that the approximation is asymptotically consistent with the original problem, which requires $O(kN\log^2 N)$ memory and $O(k N\log^3 N)$ computational complexity with $N$ and $k$ being the numbers of unknowns and the approximants, respectively. Numerical experiments are presented to demonstrate the effectiveness and the efficiency of the proposed method.