A high order numerical scheme for variable order fractional ordinary differential equation

In this paper, we derive a high order numerical scheme for variable order fractional ordinary differential equation by establishing a second order numerical approximation to variable order Riemann-Liouville fractional derivative. The scheme is strictly proved to be stable and convergent with second order accuracy, which is higher than some recently derived schemes. Finally, some numerical examples are presented to demonstrate the theoretical analysis and verify the efficiency of the proposed method. (C) 2016 Elsevier Ltd. All rights reserved.