arXiv:2610.41550v1 Announce Type: new Abstract: Stochastic differential equations (SDEs) driven by subdiffusion see great applications in anomalous transport and asset price dynamics. Trusted numerical methods are essential for their application in practice. In this paper, for SDEs driven by subdiffusion with superlinear coefficients, we propose a brand-new explicit numerical method. The sharp convergence rate is proved with new techniques. The potential application of the proposed method in numerically solving a generalized Fokker-Planck equation is also illustrated. Numerical simulations are provided to demonstrate the theoretical results.