A superlinear convergence scheme for nonlinear fractional differential equations and its fast implement
In this paper, we first construct an efficient scheme for nonlinear Caputo fractional differential equations with the initial value and the fractional degree [Formula: see text]. Then, the unconditional stability and the superlinear convergence with the order [Formula: see text] of the proposed scheme are strictly proved and discussed. Due to the nonlocal property of fractional operators, the new scheme is time-consuming for long-time simulations. Thus, a fast implement of the proposed scheme is presented based on the sum-of-exponentials (SOE) approximation for the kernel [Formula: see text] on the interval [Formula: see text] in the Riemann–Liouville integral, where [Formula: see text] is the stepsize. Some numerical experiments are provided to support the theoretical results of the new scheme and demonstrate the computational performance of its fast implement.