Stable fractional Chebyshev differentiation matrix for the numerical solution of multi-order fractional differential equations

摘要

This paper presents an algorithm to obtain numerically stable differentiation matrices for approximating the left- and right-sided Caputo-fractional derivatives. The proposed differentiation matrices named fractional Chebyshev differentiation matrices are obtained using stable recurrence relations at the Chebyshev-Gauss-Lobatto points. These stable recurrence relations overcome previous limitations of the conventional methods such as the size of fractional differentiation matrices due to the exponential growth of round-off errors. Fractional Chebyshev collocation method as a framework for solving fractional differential equations with multi-order Caputo derivatives is also presented. The numerical stability of spectral methods for linear fractional-order differential equations (FDEs) is studied by using the proposed framework. Furthermore, the proposed fractional Chebyshev differentiation matrices obtain the fractional-order derivative of a function with spectral convergence. Therefore, they can be used in various spectral collocation methods to solve a system of linear or nonlinear multi-ordered FDEs. To illustrate the true advantages of the proposed fractional Chebyshev differentiation matrices, the numerical solutions of a linear FDE with a highly oscillatory solution, a stiff nonlinear FDE, and a fractional chaotic system are given. In the first, second, and forth examples, a comparison is made with the solution obtained by the proposed method and the one obtained by the Adams-Bashforth-Moulton method. It is shown the proposed fractional differentiation matrices are highly efficient in solving all the aforementioned examples.