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Fractional spectral collocation methods for linear and nonlinear variable order FPDEs. (English) Zbl 1349.65531

Summary: While several high-order methods have been developed for fractional PDEs (FPDEs) with fixed order, there are no such methods for FPDEs with field-variable order. These equations allow multiphysics simulations seamlessly, e. g. from diffusion to sub-diffusion or from wave dynamics transitioning to diffusion, by simply varying the fractional order as a function of space or time. We develop an exponentially accurate fractional spectral collocation method for solving linear/nonlinear FPDEs with field-variable order. Following the spectral theory, developed in [1] for fractional Sturm-Liouville eigenproblems, we introduce a new family of interpolants, called left-/right-sided and central fractional Lagrange interpolants. We employ the fractional derivatives of (left-/right-sided) Riemann-Liouville and Riesz type and obtain the corresponding fractional differentiation matrices by collocating the field-variable fractional orders. We solve several FPDEs including time- and space-fractional advection-equation, time- and space-fractional advection-diffusion equation, and finally the space-fractional Burgers’ equation to demonstrate the performance of the method. In addition, we develop a spectral penalty method for enforcing inhomogeneous initial conditions. Our numerical results confirm the exponential-like convergence of the proposed fractional collocation methods.

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35R11 Fractional partial differential equations
Full Text: DOI

References:

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