Spectral approximation of a variable coefficient fractional diffusion equation in one space dimension

Abstract

In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower order, constant coefficient FDE. A spectral approximation scheme, using Jacobi polynomials, is presented for the approximation of $q$, $q_N$. The approximate solution to $u$, $u_N$, is obtained by post processing $q_N$. An a priori error analysis is given for $(q-q_N)$ and $(u-u_N)$. Two numerical experiments are presented whose results demonstrate the sharpness of the derived error estimates.

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