A tunable finite difference method for fractional differential equations with non-smooth solutions

Abstract

In this work, a finite difference method of tunable accuracy for fractional differential equations (FDEs) with end-point singularities is developed. Modified weighted shifted Grünwald–Letnikov (WSGL) formulas are proposed to approximate the left and right Riemann–Liouville fractional operators, which show better accuracy than the original WSGL formulas, due to the use of the correction terms. Finite difference schemes are constructed to solve two fractional boundary value problems and a space-fractional Allen–Cahn equation. Even if the singularity of the considered FDEs is unknown, satisfactory numerical solutions can still be obtained by suitably tuning the correction terms. Various numerical examples are presented to verify the effectiveness of the present method, and comparisons with other known methods are also made that demonstrate higher accuracy of the current method.