Exponentially accurate spectral and spectral element methods for fractional ODEs

Current discretizations of fractional differential equations lead to numerical solutions of low order of accuracy. Here, we present different methods for fractional ODEs that lead to exponentially fast decay of the error. First, we develop a Petrov-Galerkin (PG) spectral method for Fractional Initial-Value Problems (FIVPs) of the form (0)D(t)(nu)u(t) = f (t) and Fractional Final-Value Problems (FFVPs) (t)D(T)(nu)u(t) = g(t), where nu is an element of (0, 1), subject to Dirichlet initial/final conditions. These schemes are developed based on a new spectral theory for fractional Sturm-Liouville problems (FSLPs), which has been recently developed in [1]. Specifically, we obtain solutions to FIVPs and FFVPs in terms of the new fractional (non-polynomial) basis functions, called Jacobi polyfractonomials, which are the eigenfunctions of the FSLP of first kind (FSLP-I). Correspondingly, we employ another space of test functions as the span of polyfractonomial eigenfunctions of the FSLP of second kind (FSLP-II). Subsequently, we develop a Discontinuous Spectral Method (DSM) of Petrov-Galerkin sense for the aforementioned FIVPs and FFVPs, where the basis functions do not satisfy the initial/final conditions. Finally, we extend the DSM scheme to a Discontinuous Spectral Element Method (DSEM) for efficient longer time-integration and adaptive refinement. In these discontinuous schemes, we employ the asymptotic eigensolutions to FSLP-I & -II, which are of Jacobi polynomial forms, as basis and test functions. Our numerical tests confirm the exponential/algebraic convergence, respectively, in p- and h-refinements, for various test cases with integer- and fractional-order solutions. (C) 2013 Elsevier Inc. All rights reserved.