A second-order numerical method for nonlinear variable-order fractional diffusion equation with time delay

In this paper, a linearized numerical scheme of nonlinear variable-order fractional diffusion equation with time delay is constructed. We apply the L2−1σ formula to discretize the temporal derivative and second-order central difference scheme to discretize the spatial derivative. The proposed method is unconditionally stable and convergent with Oτ2+h2, where τ and h are the time and space steps, respectively. Numerical experiment demonstrates the effectiveness and accuracy of the numerical scheme.