SOME GRONWALL INEQUALITIES FOR A CLASS OF DISCRETIZATIONS OF TIME FRACTIONAL EQUATIONS ON NONUNIFORM MESHES

We consider the completely positive discretizations of fractional ordinary differential equations (FODEs) on nonuniform meshes. Making use of the resolvents for nonuniform meshes, we first establish comparison principles for the discretizations. Then we prove some discrete Gr\" onwall inequalities using the comparison principles and careful analysis of the solutions to the time continuous FODEs. Our results do not have restriction on the step size ratio. The Gr\"onwall inequalities for dissipative equations can be used to obtain the uniform-in-time error control and decay estimates of the numerical solutions. The Gr\"onwall inequalities are then applied to subdiffusion problems and the time fractional Allen-Cahn equations for illustration.

Duke Scholars

Author Jian-Guo Liu Physics