Finite difference methods with non-uniform meshes for nonlinear fractional differential equations.

In this article, finite difference methods with non-uniform meshes for solving nonlinear fractional differential equations are presented, where the non-equidistant stepsize is non-decreasing. The rectangle formula and trapezoid formula are proposed based on the non-uniform meshes. Combining the above two methods, we then establish the predictor-corrector scheme. The error and stability analysis are carefully investigated. At last, numerical examples are carried out to verify the theoretical analysis. Besides, the comparisons between non-uniform and uniform meshes are given, where the non-uniform meshes show the better performance when dealing with the less smooth problems.