A fractional spectral method with applications to some singular problems

作者：Hou, Dianming; Xu, Chuanju^*

来源：Advances in Computational Mathematics, 2017, 43(5): 911-944.

DOI：10.1007/s10444-016-9511-y

• Integro-differential equations
• Fractional differential equations
• Singularity
• Muntz polynomials
• Fractional Jacobi polynomials
• Weighted Sobolev spaces
• Spectral accuracy

In this paper we propose and analyze fractional spectral methods for a class of integro-differential equations and fractional differential equations. The proposed methods make new use of the classical fractional polynomials, also known as Muntz polynomials. We first develop a kind of fractional Jacobi polynomials as the approximating space, and derive basic approximation results for some weighted projection operators defined in suitable weighted Sobolev spaces. We then construct efficient fractional spectral methods for some integro-differential equations which can achieve spectral accuracy for solutions with limited regularity. The main novelty of the proposed methods is that the exponential convergence can be attained for any solution u(x) with u(x (1/lambda) ) being smooth, where lambda is a real number between 0 and 1 and it is supposed that the problem is defined in the interval (0,1). This covers a large number of problems, including integro-differential equations with weakly singular kernels, fractional differential equations, and so on. A detailed convergence analysis is carried out, and several error estimates are established. Finally a series of numerical examples are provided to verify the efficiency of the methods.

• 出版日期2017-10
• 单位厦门大学