Efficient Numerical Methods for Time-Fractional Diffusion Equations with Caputo-Type Erdélyi–Kober Operators

This study proposes an L1 discretization scheme (an accurate second-order finite difference method) for time-fractional diffusion equations involving the Caputo-type Erdélyi–Kober operator, which models anomalous diffusion. Our key contributions include the following: (i) reformulation of the original problem into an equivalent fractional integral equation to facilitate analysis; (ii) development of a novel L1 scheme for temporal discretization, which is rigorously proven to realize second-order accuracy in time; (iii) derivation of positive definiteness properties for discrete kernel coefficients; (iv) discretization of the spatial derivative using the classical second-order centered difference scheme, for which its second-order spatial convergence is rigorously verified through numerical experiments (this results in a fully discrete scheme, enabling second-order accuracy in both temporal and spatial dimensions); (v) a fast algorithm leveraging sum-of-exponential approximation, reducing the computational complexity from $O\left(N^2\right)$ to $O(NlogN)$ and memory requirements from $O\left(N\right)$ to $O(logN)$, where N is the number of grid points on a time scale. Our numerical experiments demonstrate the stability of the scheme across diverse parameter regimes and quantify significant gains in computational efficiency. Compared to the direct method, the fast algorithm substantially reduces both memory requirements and CPU time for large-scale simulations. Although a rigorous stability analysis is deferred to subsequent research, the proven properties of the coefficients and numerical validation confirm the scheme’s reliability.