A posteriori error analysis for a fractional differential equation

Numerical treatment for a fractional differential equation (FDE) is proposed and analysed. The solution of the FDE may be singular near certain domain boundaries, which leads to numerical difficulty. We apply the upwind finite difference method to the FDE. The stability properties and a posteriori error analysis for the discrete scheme are given. Then, a posteriori adapted mesh based on a posteriori error analysis is established by equidistributing arc-length monitor function. Numerical experiments illustrate that the upwind finite difference method on a posteriori adapted mesh is more accurate than the method on uniform mesh.