$L2$-$1_{\sigma}$ Scheme on a Graded Mesh for a Multi-term Time-fractional Nonlocal Parabolic Problem

Abstract

In this article, we propose numerical scheme for solving a multi-term time-fractional nonlocal parabolic partial differential equation (PDE). The scheme comprises $L2$-$1_{\sigma}$ scheme on a graded mesh in time and Galerkin finite element method (FEM) in space. We present the discrete fractional Gr$\ddot{{o}}$nwall inequality for $L2$-$1_{\sigma}$ scheme in case of multi-term time-fractional derivative, which is a multi-term analogue of~\cite[Lemma 4.1]{[r16]}. We derive \textit{a priori} bound and error estimate for the fully-discrete solution. The theoretical results are confirmed via numerical experiments. We should note that, though the way of proving the discrete fractional Gr$\ddot{{o}}$nwall inequality is similar to~\cite{[r5]}, the calculation parts are more complicated in this article.