An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data.

*(English)*Zbl 1336.65150The authors first consider an initial boundary problem in a bounded convex polygonal domain \(\Omega\in \mathbb R^d\), \(d=1,2,3\), where the time derivative is the left-sided Caputo fractional derivative of order \(\alpha\), \(0<\alpha<1\), and the space operator is the Laplacian along with homogeneouos Dirichlet boundary conditions. For the fractional derivative, the L1 scheme of Z.-Z. Sun and X. Wu [Appl. Numer. Math. 56, No. 2, 193–209 (2006; Zbl 1094.65083)] is used for which the local truncation error was shown to be \(O(\tau^{2-\alpha})\) in the case that the solution is twice continuously differentiable. The authors first show by a numerical experiment that this is not the order of convergence of the scheme, neither for non-smooth data nor for smooth ones. They then show by using linear finite elements in space and the resolvent of the semi-discretized problem that the \(L_2\)-error for \(L_2\) initial data is of order \(O(h^2t^{-\alpha})\). For the fully discretized problem on an equidistant time grid with step \(\tau\), applying the L1 scheme, they further show that the error for \(L_2\) initial data (compared to the semi-discretized case) is of the order \(O(\tau t^{-1})\) which improves to \(O(\tau t^{\alpha-1})\) for smooth data.

In short, for fixed time and \(h=O(\tau^{1/2})\), one has first-order convergence in both cases of smooth and non-smooth data. This is confirmed by a series of numerical experiments. Finally, an error estimate is obtained for an equation with the Laplacian replaced by a more general operator like the Riemann-Liouville fractional derivative of order \(\beta\in(\frac32,2)\). This estimate is also confirmed by numerical experiments.

In short, for fixed time and \(h=O(\tau^{1/2})\), one has first-order convergence in both cases of smooth and non-smooth data. This is confirmed by a series of numerical experiments. Finally, an error estimate is obtained for an equation with the Laplacian replaced by a more general operator like the Riemann-Liouville fractional derivative of order \(\beta\in(\frac32,2)\). This estimate is also confirmed by numerical experiments.

Reviewer: Gisbert Stoyan (Budapest)

##### MSC:

65M15 | Error bounds for initial value and initial-boundary value problems involving PDEs |

65M12 | Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs |

65M60 | Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs |

35K20 | Initial-boundary value problems for second-order parabolic equations |

35R11 | Fractional partial differential equations |