Graded mesh discretization for coupled system of nonlinear multi-term time-space fractional diffusion equations

In this paper, we develop an efficient finite difference/spectral method to solve a coupled system of nonlinear multi-term time-space fractional diffusion equations. In general, the solutions of such equations typically exhibit a weak singularity at the initial time. Based on the L1 formula on nonuniform meshes for time stepping and the Legendre–Galerkin spectral method for space discretization, a fully discrete numerical scheme is constructed. Taking into account the initial weak singularity of the solution, the convergence of the method is proved. The optimal error estimate is obtained by providing a generalized discrete form of the fractional Grönwall inequality which enables us to overcome the difficulties caused by the sum of Caputo time-fractional derivatives and and the positivity of the reaction term over the nonuniform time mesh. The error estimate reveals how to select an appropriate mesh parameter to obtain the temporal optimal convergence. Furthermore, numerical experiments are presented to confirm the theoretical claims.