We present optimal error estimates for spectral Petrov-Galerkin methods and spectral collocation methods for linear fractional ordinary differential equations with initial value on a finite interval. We also develop Laguerre spectral Petrov-Galerkin methods and collocation methods for fractional equations on the half line. Numerical results confirm the error estimates.
Introduction.Numerical methods for fractional differential equations have been investigated for decades; see, e.g., [8,12,33]. However, spectral methods for these equations have a rather short history since the solutions usually have some singular lower-order derivatives. The recent investigation of spectral methods for these singular problems is motivated by the following facts. First, all numerical methods for these problems are nonlocal as spectral methods are. For example, in finite difference methods, see, e.g., [33], and in finite element methods, see, e.g., [13,18], data at almost all grids or all elements are exploited to approximate the integral operators at one grid or element. These methods are still nonlocal, even when a "fixed memory principle" is applied to reduce the use of all data; see, e.g., [15,19]. Second, spectral methods lead to high-order accuracy when the solutions are smooth; see, e.g., [7,24] for integerorder differential equations. For fractional differential equations with weakly singular kernels, solutions can be smooth even when some inputs of the equations are singular.Consider the following fractional ordinary differential equation (FODE) over the interval I = (−1, 1):