Sharp error estimate of the nonuniform L1 formula for linear reaction-subdiffusion equations

H Liao, D Li, J Zhang - SIAM Journal on Numerical Analysis, 2018 - SIAM
H Liao, D Li, J Zhang
SIAM Journal on Numerical Analysis, 2018SIAM
Stability and convergence of the L1 formula on nonuniform time grids are studied for solving
linear reaction-subdiffusion equations with the Caputo derivative. A discrete fractional
Grönwall inequality is developed for the nonuniform L1 formula by introducing a discrete
convolution kernel of Riemann--Liouville fractional integral. To simplify the consistency
analysis of the nonuniform L1 formula, we bound the local truncation error in a discrete
convolution form and consider a global convolution error involving the discrete Riemann …
Stability and convergence of the L1 formula on nonuniform time grids are studied for solving linear reaction-subdiffusion equations with the Caputo derivative. A discrete fractional Grönwall inequality is developed for the nonuniform L1 formula by introducing a discrete convolution kernel of Riemann--Liouville fractional integral. To simplify the consistency analysis of the nonuniform L1 formula, we bound the local truncation error in a discrete convolution form and consider a global convolution error involving the discrete Riemann--Liouville integral kernel. With the help of discrete fractional Grönwall inequality and global consistency error analysis, a sharp error estimate reflecting the regularity of solution is obtained for a simple L1 scheme. Numerical examples are provided to verify the sharpness of the error analysis.
Society for Industrial and Applied Mathematics
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