Error analysis of the L1 method on graded and uniform meshes for a fractional-derivative problem in two and three dimensions
Abstract
An initial-boundary value problem with a Caputo time derivative of fractional order α∈(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 L∞ and L2 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.
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