A sparse spectral method for fractional differential equations in one-spatial dimension

arXiv2210.08247MaRDI QIDQ6506809FDOQ6506809

Authors: I. P. A. Papadopoulos, Sheehan Olver 

Abstract: We develop a sparse spectral method for a class of fractional differential equations, posed on $mathbbR$, in one dimension. These equations can 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 can 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 $mathcalO(n)imesmathcalO(n)$, with $mathcalO(n)$ 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 $mathcalO(n)$ complexity solve. Applications to fractional heat and wave equations are considered.

Has companion code repository: https://github.com/ioannisPApapadopoulos/SumSpaces.jl

This page was built for publication: A sparse spectral method for fractional differential equations in one-spatial dimension

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6506809)