A fast and spectrally convergent algorithm for rational-order fractional integral and differential equations
File(s)HaleOlver2015.pdf (1.91 MB)
Accepted version
Author(s)
Hale, Nicholas
Olver, SS
Type
Journal Article
Abstract
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order
fractional integral and differential equations is described. The approach is related to the ultraspherical method for ordinary
differential equations [27], and involves constructing two different bases, one for the domain of the operator and one for the
range of the operator. The bases are constructed from direct sums of suitably weighted ultraspherical or Jacobi polynomial
expansions, for which explicit representations of fractional integrals and derivatives are known, and are carefully chosen so that
the resulting operators are banded or almost-banded. Geometric convergence is demonstrated for numerous model problems
when the variable coefficients and right-hand side are sufficiently smooth.
fractional integral and differential equations is described. The approach is related to the ultraspherical method for ordinary
differential equations [27], and involves constructing two different bases, one for the domain of the operator and one for the
range of the operator. The bases are constructed from direct sums of suitably weighted ultraspherical or Jacobi polynomial
expansions, for which explicit representations of fractional integrals and derivatives are known, and are carefully chosen so that
the resulting operators are banded or almost-banded. Geometric convergence is demonstrated for numerous model problems
when the variable coefficients and right-hand side are sufficiently smooth.
Date Issued
2018-08-09
Date Acceptance
2018-04-23
Citation
SIAM Journal on Scientific Computing, 2018, 40 (4), pp.A2456-A2491
ISSN
1064-8275
Publisher
Society for Industrial and Applied Mathematics
Start Page
A2456
End Page
A2491
Journal / Book Title
SIAM Journal on Scientific Computing
Volume
40
Issue
4
Copyright Statement
© 2018, Society for Industrial and Applied Mathematics
Identifier
https://epubs.siam.org/doi/abs/10.1137/16M1104901
Subjects
Numerical & Computational Mathematics
0102 Applied Mathematics
0103 Numerical and Computational Mathematics
0802 Computation Theory and Mathematics
Publication Status
Published
Date Publish Online
2018-08-09