AN ADAPTIVE MEMORY METHOD FOR ACCURATE AND EFFICIENT COMPUTATION OF THE CAPUTO FRACTIONAL DERIVATIVE

Abstract

A fractional derivative is a temporally nonlocal operation which is com-putationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the accuracy of the fractional derivative, a novel numer-ical method for the Caputo fractional derivative is proposed. The present adaptive memory method significantly reduces the requirement for compu-tational memory for storing function values at past time points and also significantly improves the accuracy by calculating convolution weights to function values at past time points which can be non-uniformly distributed in time. The superior accuracy of the present method to the accuracy of the previously reported methods is identified by deriving numerical errors analytically. The sub-diffusion process of a time-fractional diffusion equa-tion is simulated to demonstrate the accuracy as well as the computational efficiency of the present method.