Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis

DOI10.1016/J.JCP.2015.10.029MaRDI QIDQ2374911zbMATH OpenOpenAlexFDO

Authors Yujian Jiao, Lilian Wang, Can Huang

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.07632

zbMATH Keywords

(modified) Riemann-Liouville fractional derivativeCaputo fractional derivativefractional Birkhoff interpolationfractional differential equationsinterpolation basis polynomialswell-conditioned collocation methods

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Interpolation in approximation theory (41A05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Abstract: The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general Jacobi-Gauss-Lobatto (JGL) points. We show that in the Caputo case, it suffices to compute F-PSDM of order $muin(0,1)$ to compute that of any order $k+mu$ with integer $kge0,$ while in the modified RL case, it is only necessary to evaluate a fractional integral matrix of order $muin(0,1).$ Secondly, we introduce suitable fractional JGL Birkhoff interpolation problems leading to new interpolation polynomial basis functions with remarkable properties: (i) the matrix generated from the new basis yields the exact inverse of F-PSDM at "interior" JGL points; (ii) the matrix of the highest fractional derivative in a collocation scheme under the new basis is diagonal; and (iii) the resulted linear system is well-conditioned in the Caputo case, while in the modified RL case, the eigenvalues of the coefficient matrix are highly concentrated. In both cases, the linear systems of the collocation schemes using the new basis can solved by an iterative solver within a few iterations. Notably, the inverse can be computed in a very stable manner, so this offers optimal preconditioners for usual fractional collocation methods for fractional differential equations (FDEs). It is also noteworthy that the choice of certain special JGL points with parameters related to the order of the equations can ease the implementation. We highlight that the use of the Bateman's fractional integral formulas and fast transforms between Jacobi polynomials with different parameters, are essential for our algorithm development.

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Cited in

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