Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions

Abstract

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the nonsmooth solution and by introducing corresponding correction terms, we can obtain uniformly second-order accuracy from these schemes. We prove the convergence and linear stability of the proposed schemes. Numerical examples illustrate the flexibility and efficiency of the IMEX schemes and show that they are effective for nonlinear and multirate fractional differential systems as well as multiterm fractional differential systems with nonsmooth solutions.