A spectral collocation method for nonlinear fractional initial value problems with a variable-order fractional derivative

Abstract

In this paper, we investigate the initial value problems for a class of nonlinear fractional differential equations involving the variable-order fractional derivative. Our goal is to construct the spectral collocation scheme for the problem and carry out a rigorous error analysis of the proposed method. To reach this target, we first show that the variable-order fractional calculus of non constant functions does not have the properties like the constant order calculus. Second, we study the existence and uniqueness of exact solution for the problem using Banach's fixed-point theorem and the Gronwall-Bellman lemma. Third, we employ the Legendre-Gauss and Jacobi-Gauss interpolations to conquer the influence of the nonlinear term and the variable-order fractional derivative. Accordingly, we construct the spectral collocation scheme and design the algorithm. We also establish priori error estimates for the proposed scheme in the function spaces L 2 [0, 1] and L ∞ [0, 1]. Finally, numerical results are given to support the theoretical conclusions. Keywords Spectral collocation method • Variable fractional order • Initial value problem • Convergence analysis Mathematics Subject Classification 65L60 • 41A05 • 41A10 • 41A25 Communicated by José Tenreiro Machado.

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