Spectral Approximation to Fractional Integral Operators

Abstract

We propose a fast and stable method for constructing matrix approximations to fractional integral operators applied to series in the Chebyshev fractional polynomials. This method utilizes a recurrence relation satisfied by the fractional integrals of mapped Chebyshev polynomials and significantly outperforms existing methods. Through numerical examples, we highlight the broad applicability of these matrix approximations, including the solution of boundary value problems for fractional integral and differential equations. Additional applications include fractional differential equation initial value problems and fractional eigenvalue problems.