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Mntz Spectral Methods with Applications to Some Singular Problems Chuanju Xu School of Mathematical Sciences, Xiamen University Collaborators: Dianming Hou (Xiamen U) Brown U June 20, 2018 Chuanju Xu (Xiamen University)


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Müntz Spectral Methods with Applications to Some Singular Problems

Chuanju Xu 许传炬 School of Mathematical Sciences, Xiamen University

Collaborators: Dianming Hou (Xiamen U)

Brown U June 20, 2018

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 1

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Summary

1 Motivation

Integro-differential equations Fractional differential equations Related works

2 Generalized fractional Jacobi polynomials

Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

3 Müntz spectral method for some singular problems

Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 2

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Motivation

We aim at constructing efficient numerical methods for a class of equations having singular solutions: { ut = a1u(t) + a2Iµ

t u(t) + f(t),

t ∈ I, µ ≥ 0, u(0) = 0. { bu(x) − Dρ

xu(x) = f(x),

x ∈ I, 1 < ρ < 2, u(0) = 0, ux(0) = u1.        Dα

t u(x, t) − ∂2 x u(x, t) = f(x, t), I × Λ, 0 < α < 1,

u(x, 0) = u0, u(x, t)|∂Λ = 0. where I = [0, 1], a1 and a2 are real coefficients, and the operators Iµ

t , Dρ x denote the fractional integral and derivative.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 3

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Volterra integral equation

u(x) + ∫ x (x − s)−µK(x, s)u(s) = g(x), x ∈ Λ := (0, 1), 0 < µ < 1, where K(x, s) is a kernel function. It has been well known [Brunner 2004] that: if g ∈ Cm(¯ Λ) and K ∈ Cm(¯ Λ × ¯ Λ) with K(s, s) ̸= 0 in ¯ Λ, then the solution can be expressed as u(x) = ∑

(j,k)∈G

γj,kxj+k(1−µ) + ur(x), where G := {(j, k) : j, k are non-negative integers s.t. j + k(1 − µ) < m}, γj,k are constants, and ur(·) ∈ Cm(¯ Λ).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 4

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

TFDE

{ R∂α

t u − ∂2 x u = f t ∈ I, x ∈ Λ, α ∈ (0, 1),

u(−1, t) = u(1, t) = 0 t ∈ I.

  • r

      

C∂α t u − ∂2 x u = f t ∈ I, x ∈ Λ, α ∈ (0, 1),

u(−1, t) = u(1, t) = 0 t ∈ I, u(x, 0) = u0(x) x ∈ Λ.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 5

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Solution singularity

Solution representation in term of Mittag-Leffler function: u(x, t)=

i=1

[ ∫ t (f(·, τ), ψi)(t − τ)α−1Eα,α(−λi(t − τ)α)dτ ] ψi(x) = tα

i=1

[ ∫ 1 (f(·, τt), ψi)(1 − τ)α−1Eα,α(−λitα(1 − τ)α)dτ ] ψi(x), where −∂2

x ψi(x) = λiψi(x), ψi(±1) = 0.

Even the forcing function f is smooth, the solution u may exhibit singularity with the leading order tα at the starting point t = 0 like the

  • ne for the Volterra integral equations.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 6

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

The main difficulties:

  • the operators Iµ

t and Dρ x are non-local;

  • the solutions are usually singular near the boundary or at the starting

time.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 7

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Spectral methods

Weak form of the TFDE { R∂α

t u(x, t) − △u(x, t) = f(x, t), t ∈ I := (0, T), x ∈ Λ := (−1, 1),

u(−1, t) = u(1, t) = 0, t ∈ I. Weak form: find u ∈ B

α 2 (Q) := Hs(Λ, L2(I)) ∩ L2(Λ, H1

0(I)), such

that A(u, v) + B(u, v) = (f, v), ∀v ∈ B

α 2 (Q),

(1) where Q = Λ × I, A(u, v) := (0∂

α 2

t u, t∂

α 2

T v)Q,

B(u, v) := (∂xu, ∂xv)Q.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 8

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Spectral approximation

Let L := (M, N), the space-time Galerkin spectral method reads: Find uL ∈ P0

M(Λ) ⊗ PN(I), such that

A(uL, vL) + B(uL, vL) = F(vL), ∀vL ∈ P0

M(Λ) ⊗ PN(I).

Theorem (Li & Xu, 2009) If u ∈ L2(I, Hσ(Λ)) ∩ Hγ(I, H1

0(Λ)), γ > 1, σ ⩾ 1, then

√ cos πα 2 ∥∂

α 2

t (u − uL)∥0,Q + ∥∂x(u − uL)∥0,Q

≲ N

α 2 −γ∥u∥0,γ + N α 2 −γM−σ∥u∥σ,γ

+M−σ∥u∥σ, α

2 + M1−σ∥u∥σ,0 + N−γ∥u∥1,γ. Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 9

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Integro-differential equations Fractional differential equations Related works

Other related works

▶ Polynomial spline collocation method for IDEs:

[Brunner 1986], [Tang 1993], [Brunner et al. 2001], [Rawashdeh et al. 2004], [Tarang 2004].

▶ Spectral method for Volterra integral equations(VIEs) with

nonsmooth solution: [Chen and Tang 2010], [Li, Tang, and Xu 2015], [Stynes and Huang 2016].

▶ Non-polynomial basis for FDEs:

[Zayernouri and Karniadakis 2013, 2014, …], [Chen, Shen, and Wang 2016].

▶ Mapped Jacobi and Müntz-Legendre functions for Elliptic

equations: [Shen and Wang 2016].

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 10

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Müntz polynomials

The well-known Weierstrass theorem states: every continuous function on a compact interval can be uniformly approximated by algebraic polynomials. This result was generalized by Bernstein 1912, and proved by Müntz (theorem) 1914: the Müntz polynomials of the form

n

k=0

akxλk with real coefficients, i.e., span{xλk, k = 0, 1, . . . }, are dense in C0[0, 1] if and only if

k=1

λ−1

k

= +∞, where {λ0, λ1, λ2, . . . } is a sequence of distinct positive numbers such that 0 = λ0 < λ1 < ... → ∞. Extension to L2(0, 1) by Szász 1916.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 11

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Generalized fractional Jacobi polynomials (GFJPs)

We will make new use of Müntz polynomial spaces defined by Pλ

N(I) = span{1, xλ, x2λ, · · · , xNλ},

0 < λ ≤ 1. Generalized fractional Jacobi polynomials Jα,β,λ

n+ℓ (x) =

           Jα,β

n

(2xλ − 1), α, β > −1,

n+α+1 n+1 xλJα,1 n (2xλ − 1), α > −1, β = −1, n+β+1 n+1 (1 − xλ)J1,β n (2xλ − 1), α = −1, β > −1,

−(1 − xλ)xλJ1,1

n (2xλ − 1), α = β = −1,

where Jα,β

n

(x) denote the classical Jacobi polynomials, and ℓ =      0, α, β > −1, 1, α = −1, β > −1 or α > −1, β = −1, 2, α = β = −1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 12

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Some fundamental properties of GFJPs

Lemma The generalized fractional Jacobi polynomials Jα,β,λ

n

(x) are mutually

  • rthogonal with respect to the weight function

ωα,β,λ(x) = λ(1 − xλ)αx(β+1)λ−1, α, β ≥ −1, 0 < λ ≤ 1, i.e., ∫ 1 ωα,β,λ(x)Jα,β,λ

n

(x)Jα,β,λ

m

(x)dx = γα,β

n

δm,n, where γα,β

n

= Γ(n + α + 1)Γ(n + β + 1) (2n + α + β + 1)n!Γ(n + α + β + 1). Furthermore, ∂xJα,β,λ

n

(x) = (n + α + β + 1)Jα+1,β+1,λ

n−1

(x).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 13

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Sturm-Liouville problem:

Lemma The generalized fractional Jacobi polynomials { Jα,β,λ

n

}∞

n=0 with

α, β ≥ −1 satisfy the following Sturm-Liouville problem: (ωα,β,λ(x))−1∂x { λ−1(1 − xλ)α+1xβλ+1∂xJα,β,λ

n

(x) } = −σα,β

n

Jα,β,λ

n

(x), where σα,β

n

= n(n + α + β + 1).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 14

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

New differentiation operators

Differentiation operators: D0

λ := Id,

Dλ :=

d dxλ := d λxλ−1dx, D2 λ := DλDλ, · · · ,

Dk

λ := k

  • DλDλ · · · Dλ, k = 0, 1, · · · .

Define:

+D1 λv(x) :=

lim

∆x→0+

v(x + ∆x) − v(x) (x + ∆x)λ − xλ ,

−D1 λv(x) :=

lim

∆x→0−

v(x + ∆x) − v(x) (x + ∆x)λ − xλ . Then D1

λv(x) exists if and only if +D1 λv(x) = −D1 λv(x), and

D1

λv(x) = +D1 λv(x) = −D1 λv(x).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 15

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Connection with local fractional derivatives

Remark:

  • This derivative was called Hausdorff derivative, introduced in [Chen

06] for fractal time-space fabric, and studied in [Weberszpil et al. 2015], [Chen et al. 2017], [Chen 2017], ...

  • It is also closely related to the local fractional derivatives used in

Fractals; see [Li et al. 2013], [Lutton & Tricot (eds), Fractals. Springer, 1999], [Chen et al. 2010], ...

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 16

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Using this new derivative, and set the weight function:

  • ωα,β,λ(x) := (1 − xλ)αxβλ = λ−1x1−λωα,β,λ(x).

Then the fractional Jacobi polynomials { Jα,β,λ

n

}∞

n=0 satisfy the

following singular Sturm-Liouville problem: Lα,β

λ Jα,β,λ n

(x) = σα,β

n

Jα,β,λ

n

(x), where σα,β

n

= n(n + α + β + 1), the singular Sturm-Liouville

  • perator Lα,β

λ

is defined by Lα,β

λ v(x) = −(

ωα,β,λ(x))−1D1

λ

{ (1 − xλ)α+1x(β+1)λD1

λv(x)

} .

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 17

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Lemma The new defined k-th order derivatives of the fractional Jacobi polynomials are orthogonal with respect to the weight ωα+k,β+k,λ(x), i.e., ∫ 1 ωα+k,β+k,λ(x)Dk

λJα,β,λ n

(x)Dk

λJα,β,λ m

(x)dx = hα,β

n,k δm,n,

where

  • hα,β

n,k = Γ(n + α + 1)Γ(n + β + 1)Γ(n + k + α + β + 1)

(2n + α + β + 1)(n − k)!Γ2(n + α + β + 1) . Moreover, we have Dk

λJα,β,λ n

(x) = dα,β

n,k Jα+k,β+k,λ n−k

(x), where

  • dα,β

n k = Γ(n + k + α + β + 1)

n .

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 18

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

L2

ωα,β,λ(I)-orthogonal projector with α, β > −1

Let πN,ωα,β,λ : L2

ωα,β,λ(I) → Pλ N(I) be the L2 ωα,β,λ-orthogonal projector

defined by: for all v ∈ L2

ωα,β,λ(I), πN,ωα,β,λv ∈ Pλ N(I) such that

(v − πN,ωα,β,λv, vN)ωα,β,λ = 0, ∀vN ∈ Pλ

N(I).

Equivalently, πN,ωα,β,λ can be characterized by: πN,ωα,β,λv(x) =

N

n=0

ˆ vα,β

n

Jα,β,λ

n

(x), where Jα,β,λ

n

(x) are the fractional Jacobi polynomials, and ˆ vα,β

n

= (v, Jα,β,λ

n

)ωα,β,λ ∥Jα,β,λ

n

∥2

0,ωα,β,λ

.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 19

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Some spaces

To measure the projection error, we need non-uniform fractional Jacobi-weighted Sobolev spaces: Bm

ωα,β,λ(I) :=

{ v : Dk

λv ∈ L2 ωα+k,β+k,λ(I), 0 ≤ k ≤ m

} , m = 0, 1, 2, · · · , equipped with the inner product, norm, and semi-norm: (u, v)Bm

ωα,β,λ =

m

k=0

(Dk

λu, Dk λ)ωα+k,β+k,λ,

∥v∥m,ωα,β,λ = (v, v)1/2

Bm

ωα,β,λ,

|v|m,ωα,β,λ = ∥Dm

λv∥0,ωα+m,β+m,λ.

The special case λ = 1 gives the classical non-uniform Jacobi- weighted Sobolev spaces: Bm

ωα,β,1(I) :=

{ v : ∂k

xv ∈ L2 ωα+k,β+k,1(I), 0 ≤ k ≤ m

} .

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 20

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Lemma The orthogonal projector πN,ωα,β,λ admits the following error estimate: for any v(x

1 λ ) ∈ Bm,1

α,β(I), and 0 ≤ l ≤ m ≤ N + 1,

∥Dl

λ(v − πN,ωα,β,λv)∥0,ωα+l,β+l,λ

≤ c √

(N−m+1)! (N−l+1)! (N + m)(l−m)/2∥∂m x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1. For a fixed m, the above estimate can be simplified as ∥Dl

λ(v − πN,ωα,β,λv)∥0,ωα+l,β+l,λ ≤ cNl−m∥∂m x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1. In particular, for l = 0, 1, we have ∥v − πN,ωα,β,λv∥0,ωα,β,λ ≤ cN−m∥∂m

x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1 ∥∂x(v − πN,ωα,β,λv)∥0,˜

ωα,β,λ ≤ cN1−m∥∂m x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1, where ˜ ωα,β,λ = λ−1(1 − xλ)α+1xβλ+1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 21

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

L2

ωα,β,λ−projector with α, β ≥ −1.

Define the fractional polynomial spaces for α, β ≥ −1: Sα,β

N,λ := span

{ Jα,β,λ

i+ℓ (x), i = 0, 1, 2, · · ·, N

} L2

ωα,β,λ−projector πN,ωα,β,λ: L2 ωα,β,λ(I) → Sα,β N,λ, ∀v ∈ L2 ωα,β,λ(I),

(v − πN,ωα,β,λv, vN)ωα,β,λ = 0, ∀vN ∈ Sα,β

N,λ.

For special case β = −1, we define the dual fractional polynomial space of Sα,−1

N,λ

as follows: V−α−1,0

N,λ

:= span { (1 − xλ)α+1Jα+1,0,λ

j

(x), j = 0, 1, 2, · · ·, N } .

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 22

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Approximation results

Theorem For any v(x) such that v(x

1 λ ) ∈ Bm

ωα,β,1(I), m ≥ 1, its orthogonal

projection πN,ωα,β,λv admits the following optimal error estimates: ∥v − πN,ωα,β,λv∥0,ωα,β,λ ≤ cN−m∥∂m

x v(x

1 λ )∥0,ωm+α,m+β,1,

∥∂x(v − πN,ωα,β,λv)∥0,ˆ

ωα,β,λ ≤ cN1−m∥∂m x v(x

1 λ )∥0,ωm+α,m+β,1,

where ˆ ωα,β,λ = λ−1(1 − xλ)α+1xβλ+1. Remark It is shown that even if v(x) is singular its projection πN,ωα,β,λv can be a very good approximation to v(x) if λ is properly chosen such that v(x1/λ) is smooth or v(x1/λ) ∈ Bm

ωα,β,1(I) for large m.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 23

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Iα,β

N,λ-interpolation on fractional Jacobi-Gauss-type points

Let hα,β

j,λ (x) be the generalized Lagrange basis function:

hα,β

j,λ (x) = N

i=0,i̸=j

xλ − xλ

i

j − xλ i

, 0 ≤ j ≤ N, where x0 < x1 < · · · < xN−1 < xN are zeros in I of Jα,β,λ

N+1 (x). It is

clear that the functions hα,β

j,λ (x) satisfy

hα,β

j,λ (xi) = δij.

Let z(x) = xλ. Then zi := z(xi) = xλ

i , 0 ≤ i ≤ N are zeros of

Jα,β,1

N+1 (x), and

hα,β

j,λ (x) = hα,β j,1 (z) := N

i=0,i̸=j

z − zi zj − zi , 0 ≤ j ≤ N.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 24

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

We define the interpolation operator Iα,β

N,λ by

Iα,β

N,λv(x) = N

j=0

v(xj)hα,β

j,λ (x).

Lemma For any v(x

1 λ ) ∈ B1,1

α,β, we have

∥Iα,β

N,λv∥0,ωα,β,λ ≤ c

( ∥v∥0,ωα,β,λ + N−1∥D1

λv∥0,ωα+1,β+1,λ

) . For any v(x1/λ) ∈ Bm,1

α,β(I), m ≥ 1, and 0 ≤ l ≤ m ≤ N + 1, it holds

∥Dl

λ

( v − Iα,β

N,λv

) ∥0,ωα+l,β+l,λ ≤ c √

(N−m+1)! N!

(N + m)l−(m+1)/2∥∂m

x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1. For given m, ∥Dl

λ

( v − Iα,β

N,λv

) ∥0,ωα+l,β+l,λ ≤ cNl−m∥∂m

x

{ v(x

1 λ )

} ∥0,ωα+m,β+m,1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 25

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Preliminary Fundamental properties of GFJPs Projection, interpolation, and related error estimates

Interpolation error in L∞−norm

Lemma If −1 < α, β ≤ −1 2, v(x1/λ) ∈ Bm,1

α,β(I), m ≥ 1. Then

∥v − Iα,β

N,λv∥∞ ≤ cN1/2−m∥∂m x v(x1/λ)∥0,ωα+m,β+m,1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 26

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Petrov-Galerkin method for IDEs

Consider the Petrov-Galerkin based Müntz spectral method for IDEs: Find uN ∈ S0,−1

N,λ (I), such that

(u′

N, vN) = a1(uN, vN) + a2(0Iµ t uN, vN) + (f, vN), ∀vN ∈ V−1,0 N,λ (I).

Notice the facts ω1, 1

λ −2,λvN = λt−λ(1 − tλ)vN ∈ V−1,0

N,λ (I),

∀vN ∈ S0,−1

N,λ (I).

We have the equivalent weighted Galerkin form: Find uN ∈ S0,−1

N,λ (I),

such that (u′

N, vN) ω1, 1

λ −2,λ = a1(uN, vN)

ω1, 1

λ −2,λ + a2(0Iµ

t uN, vN) ω1, 1

λ −2,λ

+(f, vN)

ω1, 1

λ −2,λ,

∀vN ∈ S0,−1

N,λ (I).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 27

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Theorem If the coefficients a1 and a2 satisfy a1 ≤ 0, |a2| < √2µeΓ(µ + 1/2) 2Γ(1/2) ,

  • r

a1 > 0, a1 e + |a2|Γ(1/2) √2µeΓ(µ + 1/2) < 1 2. Then the Müntz spectral approximation problem admits a unique

  • solution. Furthermore, if the exact solution u(t) such that

u(t

1 λ ) ∈ Bm

ω0,−1,1(I), the following optimal error estimate holds:

∥u − uN∥0,ω0,−1,λ ≤ cN−m∥∂m

t u(t

1 λ )∥0,ωm,m−1,1. Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 28

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Müntz spectral method for fractional elliptic equations

{ bu(x) − Dρ

xu(x) = f(x),

x ∈ I, 1 < ρ < 2, u(0) = 0, ux(0) = u1. Applying Riemann-Liouville integral of order ρ − 1 to the both sides

  • f the equation, and noticing that

Iρ−1

x

xu(x) = Iρ−1 x

I2−ρ

x

uxx = I1

xuxx = ux − ux(0) = ux − u1,

we get the following equivalent integro-differential equation: { ux = b Iρ−1

x

u(x) − Iρ−1

x

f(x) + c0, x ∈ I, 1 < ρ < 2, u(0) = 0. Therefore the Müntz spectral method constructed for IDEs can be directly applied.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 29

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TFDE

     Dα

t u(x, t) − ∂2 x u(x, t) = f(x, t), I × Λ, 0 < α < 1,

u(x, 0) = 0, u(x, t)|∂Λ = 0. Weak form: given f satisfying 0Iµ/2

t

f(x, t) ∈ L2(Ω), find u ∈ Hµ/2(Ω) := 0Hµ/2(I, L2(Λ)) ∩ L2(I, H1

0(Λ)) such that

A(u, v) = F(v), ∀v ∈ Hµ/2(Ω), where the bilinear form A(·, ·) is defined by A(u, v) := (0Dµ/2

t

u, tDµ/2

1

v)Ω + (∂xu, ∂xv)Ω, and the functional F(·) is given by F(v) := (f, v)Ω.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 30

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Theorem For any 0 < µ < 1 and 0Iµ/2

t

f ∈ L2(Ω), the problem is well-posed. Furthermore, if u is the solution, then it holds ∥u∥Hµ/2(Ω) ≲ ∥0Iµ/2

t

f∥0,Ω. Let P0

M(Λ) := PM(Λ) ∩ H1 0(Λ),

Sα,−1

N,λ (I) = span

{ Jα,−1,λ

i+1

(x), i = 0, 1, 2, · · ·, N } , α > −1. L := (M, N), Sα

L(Ω) := P0 M(Λ) ⊗ Sα,−1 N,λ (I).

Müntz spectral Galerkin method: find uL ∈ Sα

L(Ω), such that

A(uL, vL) = F(vL), ∀vL ∈ Sα

L(Ω).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 31

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Theorem Let 0 < µ < 1, −1 < α ≤ −µ/2. Suppose u(x, t1/λ) ∈ Bm

ωα,−1,1(I, Hσ(Λ)) ∩ Bm ωα,−1,1(I, H1 0(Λ)), m ≥ 1, σ ≥ 1.

Then the solution uL of the Müntz spectral approximation satisfies: ∥u − uL∥Hµ/2(Ω) ≲ N

1 2 −m

∥∂m

t v(·, t1/λ)∥0,Λ

  • 0,ωα+m,m−1,1

+N

1 2 −mM−σ

∥∂m

t v(·, t1/λ)∥σ,Λ

  • 0,ωα+m,m−1,1

+M−σ∥v∥σ,s + M1−σ∥v∥σ,0 +N−m ∥∂m

t v(·, t1/λ)∥1,Λ

  • 0,ωα+m,m−1,1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 32

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Classical elliptic problems

{ −∂2

x u(x) = f(x), x ∈ I,

u(0) = u(1) = 0. Weak form: For f ∈ L2

ω1,4/λ−3,λ(I), find u ∈ B1 ω−1,−1,λ(I), such that

A(u, v) = F(v), ∀v ∈ B1

ω−1,−1,λ(I),

where the bilinear form A(·, ·) is defined by A(u, v) = ( ∂xu(x), ∂x{ω0,2/λ−2,λ(x)v(x)} ) , and the functional F(·) is given by F(v) = (f(x), v(x))ω0,2/λ−2,λ.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 33

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In order to prove the well-posedness of this problems, we need following Poincaré inequality: For all λ ∈ (0, 1], Poincaré inequality in B1

ω−1,−1,λ(I) holds

∥v∥0,ω−1,−1,λ ≤ c∥∂xv∥0,ω0,2/λ−2,λ, ∀v ∈ B1

ω−1,−1,λ(I).

Theorem For all f ∈ L2

ω1,4/λ−3,λ(I), the discrete problem is well-posed.

Furthermore, if u is the solution, it holds ∥u∥1,ω−1,−1,λ ≤ c∥f∥0,ω1,4/λ−3,λ.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 34

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Müntz spectral method: Find uN ∈ B1

ω−1,−1,λ(I) ∩ S−1,−1 N,λ

(I), such that A(uN, vN) = F(vN), ∀vN ∈ B1

ω−1,−1,λ(I) ∩ S−1,−1 N,λ

(I). Theorem For all f ∈ L2

ω1,4/λ−3,λ(I), the Müntz spectral discrete problem admits

a unique solution uN, which satisfies ∥uN∥1,ω−1,−1,λ ≤ C∥f∥0,ω1,4/λ−3,λ. Furthermore, if u(x1/λ) ∈ Bm

ω−1,−1,1(I), then

∥u − uN∥1,ω−1,−1,λ ≤ cN1−m∥∂m

x u(x1/λ)∥0,ωm−1,m−1,1.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 35

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Fractional Jacobi Spectral-Collocation Method for VIEs

Volterra integral equation u(x) = g(x) + ∫ x (x − s)−µK(x, s)u(s)ds, 0 < µ < 1, x ∈ I := [0, 1]. Consider the fractional Jacobi spectral-collocation method as follows: find fractional polynomial uλ

N ∈ Pλ N(I), such that

N(xi) = g(xi) +

( Kuλ

N

) (xi), 0 ≤ i ≤ N, where the collocation points {xi}N

i=0 are roots of Jα,β,λ N+1 (x),

( Kφ ) (xi) = ∫ xi (xi − s)−µK(xi, s)φ(s)ds.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 36

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Theorem Let u(x) be the exact solution to the Volterra integral equation and uλ

N(x) is the numerical solution of the fractional Jacobi

spectral-collocation problem. Assume 0 < µ < 1, −1 < α, β ≤ − 1

2,

K(x, s) ∈ Cm(I, I) and u(x

1 λ ) ∈ Bm,1

α,β(I), m ≥ 1. Then we have

∥u − uλ

N∥∞ ≤ cN

1 2 −m(∥∂m

x u(x

1 λ )∥0,ωα+m,β+m,1 + N− 1 2 log NK∗∥u∥∞),

where K∗ is a constant only depending on K(·, ·).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 37

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Numerical results: Example 1

▶ We start by considering the IDEs:

{ ut = u(t) + 0Iµ

t u(t) + f(t),

t ∈ I, µ ≥ 0, u(0) = 0, with the source term f(t) = 1/2t−1/2 − Γ(3/2)t − t1/2 and µ = 1/2. The exact solution: u(t) = t1/2.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 38

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1 2 3 4 5 −15 −10 −5 µ=0.5 N log10(Error) λ=1/8 λ=1/10 λ=1/12

Figure:1 L2

ω0,−1,λ−NORM

1 2 3 4 5 −16 −14 −12 −10 −8 −6 −4 −2 µ=0.5 N log10(Error) λ=1/8 λ=1/10 λ=1/12

Figure:2 B1

ω0,−1,λ−NORM

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 39

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Example 2

▶ Consider IDEs with source term

f(t) = 1 −

1 Γ(2+µ)t1+µ − t +

√ 3t

√ 3−1 − Γ( √ 3+1) Γ( √ 3+1+µ)t √ 3+µ − t √ 3

µ = 0.9. Exact solution: u(t) = t + t

√ 3.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 40

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

5 10 15 20 25 30 35 40 45 50 −15 −10 −5 µ=0.9 N log10(Error) λ=1/20 λ=1/50

Figure:3 L2

ω0,−1,λ−NORM

5 10 15 20 25 30 35 40 45 50 −15 −10 −5 µ=0.9 N log10(Error) λ=1/20 λ=1/50

Figure:4 B1

ω0,−1,λ−NORM

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 41

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Example 3

▶ Consider an arbitrary smooth force function f(t) = sin(4πt).

u(t) = 2πt2 + γ3,1t3+µ + ∑

j+kµ>3+µ

γj,ktj+kµ + us(t). where γj,k are constants, and us(·) ∈ C∞(I). It is seen that u(t1/λ) ∈ B2(3+µ)/λ−ε

ω0,−1,1

(I) for any ε > 0.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 42

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0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 −14 −12 −10 −8 −6 −4 −2 µ=0.1,λ=1 log10(N) log10(Error) L2

ω0,−1,λ−NORM

B1

ω0,−1,λ−NORM

N−6.2 N−5.2

Figure: µ = 0.1, λ = 1.

1.4 1.45 1.5 1.55 1.6 1.65 1.7 −16 −14 −12 −10 −8 −6 −4 −2 µ=0.1,λ=1/4 log10(N) log10(Error) L2

ω0,−1,λ−NORM

B1

ω0,−1,λ−NORM

N−24.8 N−23.8

Figure:6 µ = 0.1, λ = 1/4.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 43

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10 20 30 40 50 60 70 80 −15 −10 −5 µ=0.1,λ=1/10 N log10(Error) L2

ω0,−1,λ−NORM

B1

ω0,−1,λ−NORM

Figure:7 µ = 0.1, λ = 1/10.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 44

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

TFDE

▶ Consider TFDE for µ = 0.1, 0.9. The fabricated exact solution

is: u(x, t) = sin πt sin πx.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 45

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1 3 5 7 9 11 13 15 17 −16 −14 −12 −10 −8 −6 −4 −2 µ=0.1,λ=1,α=−0.5 log10(Error) M G−L∞−NORM PG−L∞−NORM 1 3 5 7 9 11 13 15 17 −16 −14 −12 −10 −8 −6 −4 −2 µ=0.9,λ=1,α=−0.5 log10(Error) M G−L∞−NORM PG−L∞−NORM

(a) µ = 0.1 with N = 20 (b) µ = 0.9 with N = 20

1 3 5 7 9 11 13 −13 −11 −9 −7 −5 −3 −1 µ=0.1,λ=1,α=−0.5 log10(Error) N G−L∞−NORM PG−L∞−NORM 1 3 5 7 9 11 13 −13 −11 −9 −7 −5 −3 −1 µ=0.9,λ=1,α=−0.5 log10(Error) N G−L∞−NORM PG−L∞−NORM

(c) µ = 0.1 with M = 20 (d) µ = 0.9 with M = 20 Figure: Error decays of the numerical solutions with respect to the polynomial degrees for the smooth exact solution.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 46

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

TFDE

▶ Consider TFDE with smooth force function

f(x, t) = sin(πx)sin(πt), the exact solution is unknown. Serve the numerical solution calculated with M = 40, N = 100 as the “exact” solution.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 47

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1 4 7 10 13 16 19 22 25 −14 −12 −10 −8 −6 −4 −2 µ=2/3,λ=1/3,α=−0.5 log10(Error) N G−L∞−NORM PG−L∞−NORM 3 6 9 12 15 18 21 24 27 30 33 −14 −12 −10 −8 −6 −4 −2 µ=2/3,λ=1/6,α=−0.5 log10(Error) N G−L∞−NORM PG−L∞−NORM 2 4 6 8 10 12 14 16 18 20 22 24 −12 −10 −8 −6 −4 −2 µ = √ 3/3, α = −1/2 log10(Error) N λ=1 λ=1/2 λ=1/4 2 4 6 8 10 12 14 16 18 20 22 24 −12 −10 −8 −6 −4 −2 µ = √ 3/3, α = −1/2 log10(Error) N λ=1 λ=1/2 λ=1/4

Galerkin-based Petrov-Galerkin-based

Figure: Errors versus N for different µ and λ.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 48

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Example 4

▶ Consider the elliptic problem

{ −∂2

x u(x) = f(x), x ∈ I,

u(0) = u(1) = 0, with two source terms: (i) f(x) = π2 sin(πx) (ii) f(x) = 12

169x−14/13

Case (i): u(x) = sin(πx) Case (ii): u(x) = x12/13 − x

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 49

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Case (i) with smooth solution

2 4 6 8 10 12 14 16 18 20 22 −15 −10 −5 N log10(Error) λ=1, L2

ω−1,−1,λ−NORM

λ=1, B1

ω−1,−1,λ−NORM

λ=1/2, L2

ω−1,−1,λ−NORM

λ=1/2, B1

ω−1,−1,λ−NORM

Figure:8 u(x) = sin(πx)

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 50

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Case (ii) with limited regular solution

0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 −5 −4.5 −4 −3.5 −3 −2.5 −2 −1.5 λ=1 log10(N) log10(Error) L2

ω−1,−1,λ−NORM

B1

ω−1,−1,λ−NORM

N−24/13 N−11/13

Figure:9 u(x) = x12/13 − x with λ = 1.

3 4 5 6 7 8 9 10 11 −16 −14 −12 −10 −8 −6 −4 −2 λ=1/13 N log10(Error) L2

ω−1,−1,λ−NORM

B1

ω−1,−1,λ−NORM

Figure:10 u(x) = x12/13 − x with λ = 1/13.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 51

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Concluding remarks

  • We have developed and analyzed a fractional spectral method for a

kind of fractional integro-differential equations.

  • The proposed method makes use of the fractional polynomials, also

known as Müntz polynomials, constructed through a transformation

  • f the traditional Jacobi polynomials.
  • If λ is taken to be 1/q with q being integer, then the Müntz

polynomial space {Pλ

N(I) = span{1, xλ, x2λ, · · · , xNλ} possesses good

approximation property: the best approximation to smooth functions is of exponential convergence w.r.t. N like the traditional polynomials, although the convergence is slightly slower. In fact P⌊N/q⌋(I) ⊂ Pλ

N(I).

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 52

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  • The most remarkable feature of the method is its capability to

achieve spectral convergence for the solution with limited regularity.

  • The choice of λ is also of importance for the efficiency of the

method, which can be made according to the following strategy: Case I: if the solution is smooth, the optimal value is λ = 1; Case II: if µ is a rational number p/q, the best choice is λ = 1/q; if µ is an irrational number, there is no suitable value of λ to make u(t1/λ)

  • smooth. In this case, we can take λ = 1/q with a reasonably large q

such that u(t1/λ) is smooth enough.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 53

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Implementation issues

  • Nonlocal terms must be evaluated by using numerical quadratures.

For example, in the Muntz spectral method for the integro-differential equation, evaluation of the integral term (0Iµ

t uN, vN) makes use of the

zeros of the orthogonal polynomial and the Gauss weights associated to the nonclassical weight function (1 − x

1 λ )µ.

  • For the classical orthogonal polynomials, e.g. Jacobi, Laguerre, and

Hermite polynomials, formulae for the coefficients in the three-term recurrence are known in closed form. However for the nonclassical weight functions, their recurrence coefficients are not explicitly

  • known. In this case, numerical techniques such as Stieltjes procedure
  • r Chebyshev algorithm will be used.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 54

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  • Chebyshev algorithm consists of calculating the desired coefficients

from a three-step algorithm and the moments of the underlying weight function, i.e., Mr = ∫ 1 xr(1 − x

1 λ )µdx.

Making the variable change x = tλ gives Mr = λ ∫ 1 tλr+λ−1(1 − t)µdt = λB(λ(r + 1), µ + 1).

  • As pointed in [Esmaeili et al. 2011] the calculation of the moments

Mr can be numerically problematic when the number of points is large: in order to obtain the double precision entries of the matrices,

  • ne would have to perform with about 40 digits operations.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 55

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Motivation Generalized fractional Jacobi polynomials Müntz spectral method for some singular problems Fractional integro-differential equations Fractional elliptic equations Time fractional diffusion equations

Future extensions

Possible extensions

  • Higher dimensional problems
  • Other equations having corner singularities
  • Using Müntz polynomials in the FE framework, i.e., Müntz spectral

element methods

  • Make use of more general fractional polynomial space:

span{1, xλ1, xλ2, · · · , xλN}.

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 56

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Thank you!

Chuanju Xu 许传炬 (Xiamen University) June 20, 2018 ICERM, Brown University Müntz Spectral Methods 57