Optimal error estimates of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs

Abstract

Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint elliptic part having (space-time) variable coefficients. The proposed scheme is based on a combination of an IMEX-L1 method on graded mesh in the temporal direction and a finite element method in the spatial direction. With the help of a discrete fractional Grönwall inequality, global almost optimal error estimates in L2- and H1-norms are derived for the problem with initial data u0∈H01(Ω)∩H2(Ω). The novelty of our approach is based on managing the interaction of the L1 approximation of the fractional derivative and the time discrete elliptic operator to derive the optimal estimate in H1-norm directly. Furthermore, a super convergence result is established when the elliptic operator is self-adjoint with time and space varying coefficients, and as a consequence, an L∞ error estimate is obtained for 2D problems that too with the initial condition is in H01(Ω)∩H2(Ω). All results proved in this paper are valid uniformly as α→1−, where α is the order of the Caputo fractional derivative. Numerical experiments are presented to validate our theoretical findings.