Generalized Jacobi functions and their applications to fractional differential equations

Chen, Sheng; Shen, Jie; Wang, Li-Lian

doi:10.1090/mcom3035

Generalized Jacobi functions and their applications to fractional differential equations
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by Sheng Chen, Jie Shen and Li-Lian Wang;

Math. Comp. 85 (2016), 1603-1638

DOI: https://doi.org/10.1090/mcom3035

Published electronically: October 1, 2015

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Abstract:

In this paper, we consider spectral approximation of fractional differential equations (FDEs). A main ingredient of our approach is to define a new class of generalized Jacobi functions (GJFs), which is intrinsically related to fractional calculus and can serve as natural basis functions for properly designed spectral methods for FDEs. We establish spectral approximation results for these GJFs in weighted Sobolev spaces involving fractional derivatives. We construct efficient GJF-Petrov-Galerkin methods for a class of prototypical fractional initial value problems (FIVPs) and fractional boundary value problems (FBVPs) of general order, and we show that with an appropriate choice of the parameters in GJFs, the resulting linear systems are sparse and well-conditioned. Moreover, we derive error estimates with convergence rates only depending on the smoothness of data, so true spectral accuracy can be attained if the data are smooth enough. The ideas and results presented in this paper will be useful in dealing with more general FDEs involving Riemann-Liouville or Caputo fractional derivatives.

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