A discrete Gronwall inequality with applications to numerical schemes for subdiffusion problems

H Liao, W McLean, J Zhang - SIAM Journal on Numerical Analysis, 2019 - SIAM
H Liao, W McLean, J Zhang
SIAM Journal on Numerical Analysis, 2019SIAM
We consider a class of numerical approximations to the Caputo fractional derivative. Our
assumptions permit the use of nonuniform time steps, such as is appropriate for accurately
resolving the behavior of a solution whose temporal derivatives are singular at t=0. The main
result is a type of fractional Grönwall inequality and we illustrate its use by outlining some
stability and convergence estimates of schemes for fractional reaction-subdiffusion
problems. This approach extends earlier work that used the familiar L1 approximation to the …
We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose temporal derivatives are singular at . The main result is a type of fractional Grönwall inequality and we illustrate its use by outlining some stability and convergence estimates of schemes for fractional reaction-subdiffusion problems. This approach extends earlier work that used the familiar L1 approximation to the Caputo fractional derivative, and will facilitate the analysis of higher order and linearized fast schemes.
Society for Industrial and Applied Mathematics
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