Error analysis of an L2-type method on graded meshes for a fractional-order parabolic problem

An initial-boundary value problem with a Caputo time derivative of fractional order $α\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative operator of order $3-α$ is considered on nonuniform temporal meshes. Sufficient conditions for the inverse-monotonicity of this operator are established, which yields sharp pointwise-in-time error bounds on quasi-graded temporal meshes with arbitrary degree of grading. In particular, those results imply that milder (compared to the optimal) grading yields optimal convergence rates in positive time. Semi-discretizations in time and full discretizations are addressed. The theoretical findings are illustrated by numerical experiments.

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