Fractional Spectral Collocation Method

We develop an exponentially accurate fractional spectral collocation method for solving steady-state and time-dependent fractional PDEs (FPDEs). We first introduce a new family of interpolants, called fractional Lagrange interpolants, which satisfy the Kronecker delta property at collocation points. We perform such a construction following a spectral theory recently developed in [M. Zayernouri and G. E. Karniadakis, J. Comput. Phys., 47 (2013), pp. 2108--2131] for fractional Sturm--Liouville eigenproblems. Subsequently, we obtain the corresponding fractional differentiation matrices, and we solve a number of linear FODEs in addition to linear and nonlinear FPDEs to investigate the numerical performance of the fractional collocation method. We first examine space-fractional advection-diffusion problem and generalized space-fractional multiterm FODEs. Next, we solve FPDEs, including the time- and space-fractional advection-diffusion equation, time- and space-fractional multiterm FPDEs, and finally the space-fractional Burgers equation. Our numerical results confirm the exponential convergence of the fractional collocation method. [PUBLICATION ABSTRACT]