Methods and Algorithms for Scientific Computing

Optimal Collocation Nodes for Fractional Derivative Operators

Abstract

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudospectral method is implemented by assuming that the grid, used to represent the function to be differentiated, may not be coincident with the collocation grid. The new option opens the way to the analysis of alternative techniques and the search for optimal distributions of collocation nodes, based on the operator to be approximated. Once the initial representation grid has been chosen, indications for how to recover the collocation grid are provided, with the aim of enlarging the dimension of the approximation space. As a result of this process, performances are improved. Applications to fractional type advection-diffusion equation and comparisons in terms of accuracy and efficiency are made. As shown in the analysis, special choices of the nodes can also suggest tricks to speed up computations.

Keywords

  1. fractional derivative
  2. spectral methods
  3. Jacobi polynomials

MSC codes

  1. 65N35
  2. 26A33
  3. 65R10

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Published In

cover image SIAM Journal on Scientific Computing
SIAM Journal on Scientific Computing
Pages: A1504 - A1524
ISSN (online): 1095-7197

History

Submitted: 30 October 2014
Accepted: 21 April 2015
Published online: 18 June 2015

Keywords

  1. fractional derivative
  2. spectral methods
  3. Jacobi polynomials

MSC codes

  1. 65N35
  2. 26A33
  3. 65R10

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