AbstractAn initial-boundary value problem, whose differential equation contains a sum of fractional time derivatives with orders between 0 and 1, is considered.
Its spatial domain is {(0,1)^{d}} for some {d\in\{1,2,3\}}.
This problem is a generalisation of the problem considered by Stynes, O’Riordan and Gracia in SIAM J. Numer. Anal. 55 (2017), pp. 1057–1079, where {d=1} and only one fractional time derivative was present.
A priori bounds on the derivatives of the unknown solution are derived.
A finite difference method, using the well-known L1 scheme for the discretisation of each temporal fractional derivative and classical finite differences for the spatial discretisation, is constructed on a mesh that is uniform in space and arbitrarily graded in time.
Stability and consistency of the method and a sharp convergence result are proved; hence it is clear how to choose the temporal mesh grading in a optimal way.
Numerical results supporting our theoretical results are provided.