
arXiv: 1905.07426
An initial-boundary value problem with a Caputo time derivative of fractional order $α\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple and general numerical-stability analysis using barrier functions, which yields sharp pointwise-in-time error bounds on quasi-graded temporal meshes with arbitrary degree of grading. L1-type and Alikhanov-type discretization in time are considered. In particular, those results imply that milder (compared to the optimal) grading yields optimal convergence rates in positive time. Semi-discretizations in time and full discretizations are addressed. The theoretical findings are illustrated by numerical experiments.
arXiv admin note: text overlap with arXiv:1905.05070
fractional-order parabolic equation, Numerical Analysis (math.NA), Fractional partial differential equations, Error bounds for initial value and initial-boundary value problems involving PDEs, Alikhanov scheme, Fractional derivatives and integrals, Finite difference methods for initial value and initial-boundary value problems involving PDEs, FOS: Mathematics, L1 method, Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs, Mathematics - Numerical Analysis, pointwise-in-time error bounds, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, arbitrary degree of grading, graded temporal mesh
fractional-order parabolic equation, Numerical Analysis (math.NA), Fractional partial differential equations, Error bounds for initial value and initial-boundary value problems involving PDEs, Alikhanov scheme, Fractional derivatives and integrals, Finite difference methods for initial value and initial-boundary value problems involving PDEs, FOS: Mathematics, L1 method, Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs, Mathematics - Numerical Analysis, pointwise-in-time error bounds, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, arbitrary degree of grading, graded temporal mesh
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