An Optimal Adaptive Grid Method Based on L1 Scheme for a Nonlinear Caputo Fractional Differential Equation

Abstract

A nonlinear fractional differential equation with a Caputo derivative of order α is studied. This problem is discretized by using the L1 scheme on an arbitrary nonuniform mesh. By utilizing the Taylor expansion with integral remainder term, an optimal local truncation error estimation of L1 scheme is proved. Based on this truncation error estimation and the mesh equidistribution principle, a new monitor function is constructed to construct an adaptive grid generation algorithm. Numerical experiments are performed to confirm the accuracy of our new adaptive grid algorithm.

Keywords

• Caputo fractional derivative
• truncation error estimation
• adaptive grid method
• mesh equidistribution principle