On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space

Abstract: In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and the regularity is constructed for the solution in weighted Sobolev space. We present an optimal error estimate of the spectral Petrov-Galerkin method, and prove that the convergence order of the method in the weighted $L^2$-norm is $3\alpha+1$ for smooth source term, where $\alpha$ is the order of the fractional derivative. An iteration algorithm with a quasi-linear complexity is considered to solve the produced linear system. Numerical experiments verify the theoretical findings and show the efficiency of the proposed algorithm, and exhibit that the presented numerical method works well for some time-fractional diffusion equations after suitable temporal semi-discrete.