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Higher Order Time Stepping Methods for Subdiffusion Problems Based on Weighted and Shifted Grünwald–Letnikov Formulae with Nonsmooth Data
Abstract Two higher order time stepping methods for solving subdiffusion problems are studied in this paper. The Caputo time fractional derivatives are approximated by using the weighted and shifted Grünwald–Letnikov formulae introduced in Tian et al. (Math Comput 84:2703–2727, 2015). After correcting a few starting steps, the proposed time stepping …