A Tunably-Accurate Laguerre Petrov-Galerkin Spectral Method for Multi-Term Fractional Differential Equations on the Half Line

Abstract

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in a matrix equation of special structure which can be solved in $\mathcal{O}(N \log N)$ operations. We also take advantage of recurrence relations for the generalized associated Laguerre functions (GALFs) in order to derive explicit expressions for the entries of the stiffness and mass matrices, which can be factored into the product of a diagonal matrix and a lower-triangular Toeplitz matrix. The resulting spectral method is efficient for solving multi-term fractional differential equations with arbitrarily many terms. We apply this method to a distributed order differential equation, which is approximated by linear multi-term equations through the Gauss-Legendre quadrature rule. We provide numerical examples demonstrating the spectral convergence and linear complexity of the method.