Optimal Petrov-Galerkin spectral approximation method for the fractional diffusion, advection, reaction equation on a bounded interval

preprint2020arXivOpen access

Abstract

In this paper we investigate the numerical approximation of the fractional diffusion, advection, reaction equation on a bounded interval. Recently the explicit form of the solution to this equation was obtained. Using the explicit form of the boundary behavior of the solution and Jacobi polynomials, a Petrov-Galerkin approximation scheme is proposed and analyzed. Numerical experiments are presented which support the theoretical results, and demonstrate the accuracy and optimal convergence of the approximation method.

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