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research article

A Multi-domain Spectral Method for Time-fractional Differential Equations

Chen, Feng
•
Xu, Qinwu
•
Hesthaven, Jan S.  
2015
Journal of Computational Physics

This paper proposes an approach for high-order time integration within a multi-domain setting for time- fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

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Type
research article
DOI
10.1016/j.jcp.2014.10.016
Web of Science ID

WOS:000354119500014

Author(s)
Chen, Feng
Xu, Qinwu
Hesthaven, Jan S.  
Date Issued

2015

Publisher

Elsevier

Published in
Journal of Computational Physics
Volume

293

Start page

157

End page

172

Subjects

multi-domain

•

spectral

•

time-fractional

•

high-orderintegration

•

three-term-recurrence

•

general linear method

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
MCSS  
Available on Infoscience
December 17, 2013
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/97997
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