A sparse spectral method for fractional differential equations in one-spatial dimension
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Published version
Author(s)
Papadopoulos, Ioannis
Olver, Sheehan
Type
Journal Article
Abstract
We develop a sparse spectral method for a class of fractional differential equations, posed on R, in one dimension. These equations may include sqrt-Laplacian, Hilbert, derivative, and identity terms. The numerical
method utilizes a basis consisting of weighted Chebyshev polynomials of the second kind in conjunction with their Hilbert transforms. The former functions are supported on [−1, 1] whereas the latter have global support. The global approximation space may contain different affine transformations of the basis, mapping [−1, 1] to other
intervals. Remarkably, not only are the induced linear systems sparse, but the operator decouples across the different affine transformations. Hence, the solve reduces to solving K independent sparse linear systems of size O(n) × O(n), with O(n) nonzero entries, where K is the number of different intervals and n is the highest polynomial
degree contained in the sum space. This results in an O(n) complexity solve. Applications to fractional heat and wave equations are considered.
method utilizes a basis consisting of weighted Chebyshev polynomials of the second kind in conjunction with their Hilbert transforms. The former functions are supported on [−1, 1] whereas the latter have global support. The global approximation space may contain different affine transformations of the basis, mapping [−1, 1] to other
intervals. Remarkably, not only are the induced linear systems sparse, but the operator decouples across the different affine transformations. Hence, the solve reduces to solving K independent sparse linear systems of size O(n) × O(n), with O(n) nonzero entries, where K is the number of different intervals and n is the highest polynomial
degree contained in the sum space. This results in an O(n) complexity solve. Applications to fractional heat and wave equations are considered.
Date Issued
2024-08
Date Acceptance
2024-06-04
Citation
Advances in Computational Mathematics, 2024, 50 (4)
ISSN
1019-7168
Publisher
Springer
Journal / Book Title
Advances in Computational Mathematics
Volume
50
Issue
4
Copyright Statement
© The Author(s) 2024
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
License URL
Identifier
https://link.springer.com/article/10.1007/s10444-024-10164-1
Publication Status
Published
Article Number
69
Date Publish Online
2024-07-10