A Spectral Numerical Method for Solving Distributed-Order Fractional Initial Value Problems

In this paper, we construct and analyze a Legendre spectral-collocation method for the numerical solution of distributed-order fractional initial value problems. We first introduce three-term recurrence relations for the fractional integrals of the Legendre polynomial. We then use the properties of the Caputo fractional derivative to reduce the problem into a distributed-order fractional integral equation. We apply the Legendre–Gauss quadrature formula to compute the distributed-order fractional integral and construct the collocation scheme. The convergence of the proposed method is discussed. Numerical results are provided to give insights into the convergence behavior of our method.