English

Error analysis of the L1 method on graded and uniform meshes for a fractional-derivative problem in two and three dimensions

Numerical Analysis 2018-10-24 v6

Abstract

An initial-boundary value problem with a Caputo time derivative of fractional order α(0,1)\alpha\in(0,1) is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple framework for the analysis of the error of L1-type discretizations on graded and uniform temporal meshes in the LL_\infty and L2L_2 norms. This framework is employed in the analysis of both finite difference and finite element spatial discretiztions. Our theoretical findings are illustrated by numerical experiments.

Keywords

Cite

@article{arxiv.1709.09136,
  title  = {Error analysis of the L1 method on graded and uniform meshes for a fractional-derivative problem in two and three dimensions},
  author = {Natalia Kopteva},
  journal= {arXiv preprint arXiv:1709.09136},
  year   = {2018}
}