Variational formulation of problems involving fractional order differential operators

Abstract: In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value problems, which are investigated from a variational point of view. The variational problem for the Riemann-Liouville case is coercive on the space $H_0^{\alpha/2}(0,1)$ but the solutions are less regular, whereas that for the Caputo case involves different test and trial spaces. The numerical analysis of these problems requires the so-called shift theorems which show that the solutions of the variational problem are more regular. The regularity pickup enables one to establish convergence rates of the finite element approximations. Finally, numerical results are presented to illustrate the error estimates.