A Fast and Spectrally Convergent Algorithm for Rational-Order Fractional Integral and Differential Equations

Abstract

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for ODEs [S. Olver and A. Townsend, SIAM Rev., 55 (2013), pp. 462--489] and involves constructing two different bases, one for the domain of the operator and one for the range of the operator. The bases are constructed from direct sums of suitably weighted ultraspherical or Jacobi polynomial expansions, for which explicit representations of fractional integrals and derivatives are known, and are carefully chosen so that the resulting operators are banded or almost banded. Geometric convergence is demonstrated for numerous model problems when the variable coefficients and right-hand side are sufficiently smooth.