Enn Tamme

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples.

Numerical solution of nonlinear fractional differential equations by spline collocation methods

An initial value problem for nonlinear fractional differential equations is considered. Using an integral equation reformulation of the initial value problem, some regularity properties of the exact solution are derived. On the basis of these properties, the numerical solution of initial value problems by piecewise polynomial collocation methods is discussed. In particular, the attainable order of convergence of proposed algorithms is studied and a (global) superconvergence effect for a special choice of collocation points is established. Theoretical results are verified by means of numerical examples.

Spline collocation methods for linear multi-term fractional differential equations

Abstract Some regularity properties of the solution of linear multi-term fractional differential equations are derived. Based on these properties, the numerical solution of such equations by piecewise polynomial collocation methods is discussed. The results obtained in this paper extend the results of Pedas and Tamme (2011) [15] where we have assumed that in the fractional differential equation the order of the highest derivative of the unknown function is an integer. In the present paper, we study the attainable order of convergence of spline collocation methods for solving general linear fractional differential equations using Caputo form of the fractional derivatives and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by some numerical examples.

Piecewise Polynomial Collocation for Fredholm Integro-Differential Equations with Weakly Singular Kernels

In the first part of this paper we study the regularity properties of solutions of initial- or boundary-value problems of linear Fredholm integro-differential equations with weakly singular or other nonsmooth kernels. We then use these results in the analysis of a piecewise polynomial collocation method for solving such problems numerically. The main purpose of the paper is the derivation of optimal global convergence estimates and the analysis of the attainable order of convergence of numerical solutions for all values of the nonuniformity parameter of the underlying grid.

Spline collocation for nonlinear fractional boundary value problems

Abstract We consider a class of boundary value problems for nonlinear fractional differential equations involving Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties and spline collocation techniques, the numerical solution of boundary value problems by suitable non-polynomial approximations is discussed. Optimal global convergence estimates are derived and a superconvergence result for a special choice of grid and collocation parameters is given. Theoretical results are tested by two numerical examples.

Modified spline collocation for linear fractional differential equations

We propose and analyze a class of high order methods for the numerical solution of initial value problems for linear multi-term fractional differential equations involving Caputo-type fractional derivatives. Using an integral equation reformulation of the initial value problem we first regularize the solution by a suitable smoothing transformation. After that we solve the transformed equation by a piecewise polynomial collocation method on a mildly graded or uniform grid. Optimal global convergence estimates are derived and a superconvergence result for a special choice of collocation parameters is established. Theoretical results are verified by some numerical examples.

Smoothing transformation and spline collocation for nonlinear fractional initial and boundary value problems

Abstract We construct and justify a class of high order methods for the numerical solution of initial and boundary value problems for nonlinear fractional differential equations of the form ( D ∗ α y ) ( t ) = f ( t , y ( t ) ) with Caputo type fractional derivatives D ∗ α y of order α > 0 . Using an integral equation reformulation of the underlying problem we first regularize the solution by a suitable smoothing transformation. After that we solve the transformed equation by a piecewise polynomial collocation method on a mildly graded or uniform grid. Optimal global convergence estimates are derived and a superconvergence result for a special choice of collocation parameters is established. To illustrate the reliability of the proposed algorithms two numerical examples are given.

Product Integration for Weakly Singular Integro-Differential Equations

Abstract On the basis of product integration techniques a discrete version of a piecewise polynomial collocation method for the numerical solution of initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels is constructed. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Presented numerical examples display that theoretical results are in good accordance with actual convergence rates of proposed algorithms.

Smoothing transformation and spline collocation for linear fractional boundary value problems

We construct and justify a high order method for the numerical solution of multi-point boundary value problems for linear multi-term fractional differential equations involving Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem we first regularize the solution by a suitable smoothing transformation. After that we solve the transformed equation by a piecewise polynomial collocation method on a mildly graded or uniform grid. Optimal global convergence estimates are derived and a superconvergence result for a special choice of collocation parameters is established. To illustrate the reliability of the proposed method some numerical results are given.

Piecewise Polynomial Collocation for a Class of Fractional Integro-Differential Equations

We consider a linear fractional integro-differential equation of the form