Abstract

An initial-boundary value problem of the form ${D}_{t}^{\alpha } u+{\varDelta }^{2}u-c{\varDelta } u =f$ is considered, where ${D}_{t}^{\alpha }$ is a Caputo temporal derivative of order α ∈ (0,1) and c is a nonnegative constant. The spatial domain ${\varOmega } \subset \mathbb {R}^{d}$ for some d ∈{1,2,3}, with Ω bounded and convex. The boundary conditions are u = Δu = 0 on ∂Ω. A priori bounds on the solution are established, given sufficient regularity and compatibility of the data; typical solutions have a weak singularity at the initial time t = 0. The problem is rewritten as a system of two second-order differential equations, then discretised using standard finite elements in space together with the L1 discretisation of ${D}_{t}^{\alpha }$ on a graded temporal mesh. The numerical method computes approximations ${u_{h}^{n}}$ and ${{p}_{h}^{n}}$ of u(⋅,tn) and Δu(⋅,tn) at each time level tn. The stability of the method (i.e. a priori bounds on $\|{{u}_{h}^{n}}\|_{L^{2}({\varOmega })}$ and $\|{p_{h}^{n}}\|_{L^{2}({\varOmega })}$ ) is established by means of a new discrete Gronwall inequality that is α-robust, i.e. remains valid as α → 1−. Error bounds on $\|u(\cdot , t_{n}) - {u_{h}^{n}}\|_{L^{2}({\varOmega })}$ and $\|{\varDelta } u(\cdot , t_{n}) - {{p}_{h}^{n}}\|_{L^{2}({\varOmega })}$ are then derived; these bounds are of optimal order in the spatial and temporal mesh parameters for each fixed value of α, and they are α-robust if one considers α → 1−.

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