A posteriori error analysis for approximations of time-fractional subdiffusion problems
Lehel Banjai, Charalambos Makridakis
Abstract
In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori error estimates. Our approach is based on appropriate pointwise representations of the numerical schemes as perturbed evolution equations and on stability estimates for the evolution equation. A posteriori error estimates in <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L squared left-parenthesis upper H right-parenthesis"> <mml:semantics> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy="false">(</mml:mo> <mml:mi>H</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">L^2(H)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L Superscript normal infinity Baseline left-parenthesis upper H right-parenthesis"> <mml:semantics> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mi mathvariant="normal"> ∞ </mml:mi> </mml:msup> <mml:mo stretchy="false">(</mml:mo> <mml:mi>H</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">L^\infty (H)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> norms of optimal order are derived. Extensive numerical experiments indicate the reliability and the optimality of the estimators for the schemes considered, as well as their efficiency as error indicators driving adaptive mesh selection locating singularities of the problem.