Applied Mathematics, 2013, 4, 1495-1502
Published Online November 2013 (http://www.scirp.org/journal/am)
http://dx.doi.org/10.4236/am.2013.411202
Open Access AM
Pseudo-Spectral Method for Space Fractional Diffusion
Equation
Yiting Huang, Minling Zheng
School of Science, Huzhou Teachers College, Huzhou, China
Email: 272277349@qq.com, *mlzheng@aliyun.com
Received July 7, 2013; revised August 7, 2013; accepted August 15, 2013
Copyright © 2013 Yiting Huang, Minling Zheng. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
ABSTRACT
This paper presents a numerical scheme for space fractional diffusion equations (SFDEs) based on pseudo-spectral
method. In this approach, using the Guass-Lobatto nodes, the unknown function is approximated by orthogonal poly-
nomials or interpolation polynomials. Then, by using pseudo-spectral method, the SFDE is reduced to a system of ordi-
nary differential equations for time variable t. The high order Runge-Kutta scheme can be used to solve the system. So,
a high order numerical scheme is derived. Numerical examples illustrate that the results obtained by this method agree
well with the analytical solutions.
Keywords: Riemann-Liouville Derivative; Pseudo-Spectral Method; Collocation Method; Fractional Diffusion
Equation
1. Introduction
Anormalous diffusion model, where a particle spreads at
a rate inconsistent with the classical Brownian motion
model, has been applied in many fields, such as in frac-
tured and porous media, in chaotic or turbulent processes
[1-6]. It is known that anomalous diffusion processes
can be described by fractional partial differential equa-
tions
  
2
1
12
,,
,,0 1
uxtuxtfxt
ttx


 
(1.1)
or
  
,,,,1
uxt uxtf xt
tx

2
(1.2)
where the fractional derivatives are defined as the Rie-
mann-Liouville’s representation. The former is referred
as time fractional diffusion equation and the latter as
space fractional diffusion equation. The difference be-
tween two cases can be shown using the interpolation of
operator. It is well-known that the unknown
,uxt
denotes the probability density function, which is the
probability of finding the particle at position
x
and at
time . For time fractional diffusion Equation (1.1), it
can be rewritten as (under suitable conditions)
t

2
2
,,
,,0 1
uxtuxtfxt
tx



(1.3)
where
f
depends only on
f
. Hence, from the view
point of mathematics, the Equation (1.3) can be thought
as the interpolation of the equations in the case 0
and the case 1
. In a word, the particles described by
the Equation (1.3) are diffused slowly in comparison
with the classic situations, namely sub-diffusion.
On the other hand, the fractional derivative of Equa-
tion (1.2) can similarly be thought as the interpolation of
operators
x
and 22
x
. Note that ux
de-
scribes the free transport of particles and 2
ux
2
, the
diffusion, due to the collisions of particles. So, in the
model of space fractional diffusion the velocity of parti-
cle is larger than one of ordinary diffusion, namely su-
per-diffusion.
Several methods have been developed for numerical
solving the fractional diffusion equation. Langlands and
Henry studied sub-diffusion equation based on L1 scheme
[7]. The authors proposed an implicit difference scheme
which is unconditional stable. Based on Grünwald-Let-
nikov formula, an explicit difference scheme has been
presented for sub-diffusion equation [8,9].
In contrast to sub-diffusion equation, numerical solu-
*Corresponding author.
Y. T. HUANG, M. L. ZHENG
1496
tion of supper-diffusion equations have been studied and
some methods are also developed. It is interesting to note
that the explicit and implicit difference schemes based on
Grünwald-Letnikov formula are all unconditional unsta-
ble for super-diffusion Equation (1.2) and advection-
diffusion equation [10,11]. However, the authors proved
that a shifted Grünwald-Letnikov formula can produce
stable difference scheme [10,11].
The finite difference method is the most classic method
for fractional differential equation [12-16]. The recent
works can see the references [17-19]. However, high order
accuracy schemes are seldom derived by finite difference
method. In general, extrapolation method is applied in
order to obtain a high accuracy [10,16]. It is well-known
that spectral methods are superior to finite different
methods in many instances for partial differential equa-
tions [20-24]. In the recent paper [25], the authors pre-
sented a spectral method to calculate the fractional de-
rivative and integral, and studied the numerical solution
of differential equations by the spectral method.
In this paper, we shall deal with the numerical solution
of the one-dimensional variable coefficients space frac-
tional diffusion equation
   

,,, ,,0,0,
uxtdxu xtq xtxtLT
tx

(1.4)
with the initial condition for
 
,0ux hx0
x
L

and boundary conditions and

0, 0ut
,tgt
,t
uL
qx
.
Here, is variable coefficient and source
term.

dx
Chebyshev spectral collocation method (often called
pseudo-spectral) is used in this paper. By employing the
Chebyshev polynomials and Gauss-Lobbato nodes, the
unknown is approximated by using the orthogonal pro-
jection and interpolation. So, the spatial fractional de-
rivatives are easily computed and a system of ordinary
differential equations in time can be derived. Then, high
order Runge-Kutta method can be utilized and a high
order accuracy scheme is obtained. In a comparison with
the finite difference method, the Chebyshev spectral
method used here shows remarkably superiority in terms
of accuracy and the number of grid points required.
The paper is arranged as follows. The Section 2 intro-
duces some basic concepts of fractional derivative and
Jacobi orthogonal polynomials and their properties. The
third section presents the spectral method for calculating
the Riemann-Liouville fractional derivative. The pseudo-
spectral method and its implement are proposed in Sec-
tion 4. In Section 5, several numerical examples are pro-
vided. These numerical examples illustrate the high ac-
curacy and efficiency of our method. Finally, we give the
conclusion in Section 6.
2. Preliminary
2.1. Fractional Derivative
The Riemann-Liouville fractional integral of order α(α >
0) for casual function
f
x is defined by
 

11
12
00 0
1dd d
n
xx x
nn
I
fxxxfx x
 
(2.1)
where
.
is the Gamma function. Riemann-Liouville
fractional integral is an analogue of the well-known Cauchy
formula, which reduces the n-fold integration


11
12
00 0
dd d
n
xx x
n
nn
f
xxx fx

 
x
into the Laplace convolution
 
0
Κd
x
n
nn
f
xxfx xsfs 
s
where
 
1
1!
n
n
x
xn

.
For
0
0,
f
xfx
 . It is easily obtained

1,
1
xx





(2.2)
for 0,1.

The Riemann-Liouville representation of fractional
derivative of order
0

for

f
x is defined by
  
1
0
1d d
d
m
mxm
m
Dfx Dfx
x
sfs
ma xs





here 1mm
.
By the part integration formula, one can easily derive
the following properties.
Proposition 2.1. Let 1,mmmN
 , then








1
0
1
0
0
1
1d.
k
mk
k
xmm
f
Dfx x
k
xf
m






(2.3)
Proposition 2.2. Let 1, 0,
 then


1
1
Dx x




(2.4)
2.2. Jacobi Orthogonal Polynomials
Given a weight function

x
, the orthogonal polyno-
mials sequence
0
j
j
Px
, with

deg j
P
j can be
written into [26]

01
1, ,PxPxx 1

Open Access AM
Y. T. HUANG, M. L. ZHENG 1497


 
1111
,1
nnnnn
Px xPxPxn


 
in which


1
,,0
,
nn
n
nn
xP Pn
PP

,


1
1
11
,,1
,
nn
n
nn
xP Pn
PP


here

,
 denotes weighted inner product of a Hilbert
space.
For , the
Jacobi polynomials is a orthogonal polynomials sequence
 
11,,1,1,
ab
xxxabx
 
1


,
0
ab
nn
Jx
with
 


 
,,
01
,,,,,,
11
11
1,2 ,
22
,1
ab ab
ababababab ab
nnnnnn
JxJab xab
Jx AxBJxCJxn



(2.5)
where

 
,212
21 1
ab
n
nab nab
Annab


2
(2.6)


 
22
,21
21 12
ab
n
ba nab
Bnnab nab


(2.7)
 
 
,2
112
ab
n
nanb nab
Cnnabnab
 

2
(2.8)
The following is some useful properties of Jacobi poly-
nomials that will be used in present paper [26] (also refer
to [25] and references therein).
Proposition 2.3. 1) High order derivative for Jacobi
polynomials

,,,
,
d,,
d
m
ababa mbm
nnmnm
m
J
xcJ xnmmN
x

 (2.9)
where


,
,
1
21
ab
nm m
nmab
cnab

 .
2) Expression by the derivative of Jacobi polynomials
  

,,,,,
1
,,
1
dd
dd
d,1
d
abab abab ab
nnnnn
abab
nn
J
xJxJ
xx
Jxn
x



x
(2.10)
where

 


 

 
,
1
,
,
,
0,
22
221
2
222
21
2122
ab
ab
n
ab
n
ab
n
nanb n
nabnabnab
ab
nab nab
nab
nabnab
 
  
 


(2.11)
By the previous Jacobi polynomials some special or-
thogonal polynomials can be obtained. Legendre and Che-
byshev polynomials are two important polynomials of
the special cases of the Jacobi polynomials. For the case
of
0, 1ab x
, the corresponding polynomials is
said to Legendre polynomials; and the case of

2
1
1,
21
ab x
 corresponds to Chebyshev
polynomials.
3. Spectral Approximation to Fractional
Derivative
Let
N
H
denote the set of polynomials of degree not
exceeding N. It is clear that
 
,, ,
01
,,,
ab abab
NN
H
spanJxJx Jx
Denote the weighted inner product for weight function
x
on interval
1, 1I

,d
I
uvux v xxx
and the weighted Lebesgue space
 
2,LI fff

with norm

1
2
2,
L
uuu
.
Define the orthogonal projection
2
:
N
N
LI H

Then function

2
w
uxL I
can be approximated by
the orthogonal projection
 
,,
0
ˆ
Nab ab
NN nn
n
uxuxuJx
 
The expression coefficients is determined by
,
ˆab
n
u
 
,,,,
ˆ,,
ababab ab
nnnn
ww
uuJ JJ.
Therefore, the fractional derivative can be
approximated by

Dux
 
,,, ,,,
0
ˆ,
Nab ababab
Nnnnn
n
Duxudxd xDJx


where
Open Access AM
Y. T. HUANG, M. L. ZHENG
1498
  
1
,
1
1d d
d
mxm
ab ab
nn
m
DJ xxJ
mx
,




Now, we consider the calculation of . Let

,,ab
n
dx
   
1
,, ,
1
1
ˆd,
x
ab ab
nn
dxx J


Then, can be the computed by recurrence
formula [25]. Clearly,

,,
ˆab
n
dx
 

,,
0
1
ˆ,
1
ab x
dx
 (3.1)
 




1
,,
1
,,
0
11
2
ˆ
221
ˆ
2
ab
ab
xx
ab
dx
ab
dx






 

(3.2)
By the three-term recurrence relation (2.5),
  
 
,1
,, ,
11
,,,,,,
1
ˆd
ˆˆ
ab x
ab ab
n
nn
ab abab ab
nn nn
A
dxx J
Bd xCd x




Note that
  
  
  
1,
1
1,
1
,
1
1d
1d
1d.
xab
n
xab
n
xab
n
xJ
xx J
xJ
 




In light of (2.10) and notice that
 

,1
11
!1
n
ab
n
nb
Jnb

 ,
one can obtain
  
 
 
 
 


 

 
,
1
,,
1
1
,, ,,
1
,
,,
,,,,,, ,,,
11
1d
1d
d
dd
d
dd
11
11!
12
!1!
ˆˆˆ
xab
n
xab ab
nn
ab abab ab
nn nn
nb
n
bb
nn
ab abab abab ab
nnnn nn
xJ
xJ
JJ
xnb
bn
nb nb
nn
dxdxd








 




 
 


x


Thus,
,,
1
ˆab
n
dx
can be derived
 


 
,,,
,, ,,
11
,,
,, ,
,,
,,
,,,
,,
ˆˆ
1
ˆ
1
11
,
1
ababab
ab ab
nn n
nn
abab
nn
ab abab
nn n
ab
n
abab
nn
nab ab
nn
ab ab
nn
AC
dx dx
A
xAB
dx
A
Az x
A










(3.3)
in which





,, ,
,,
11!
12
1!1 1!
ab ab
nn
ab ab
nn
nb
znan
nb nb
nan nan

 
 

 
and ,,
,,
ab ab ab
nnn
,
A
BC is defined as (2.6)-(2.8), ,ab
n
,
,ab
n
,ab
n
as (2.11). Therefore, we obtain by (2.3) and
(2.9) that
 


 




,
1
,,
0
1,
1
,
1,
0
,,,
,
d1
d1
1
1d
d
() d
11
1
11!
ˆ
k
ab
mn
kk
ab
n
k
m
xmab
n
m
nk ab
mk
nk
k
aba mb mm
nmnm
J
x
dx x
k
xJ
m
cnbx
kbknk
cd x


 






 
(3.4)
Remark 1. By the standard theory of orthogonal pro-
jection, the spectral accuracy to approximate the frac-
tional derivative
Dux
can be obtained (refer to the
references [25,26]).
4. Collocation Method
This section presents the Chebyshev collocation method
(often called pseudo-spectral method) for solving the
space fractional diffusion Equation (1.4). Firstly, we shall
consider the Gauss-Lobatto nodes in order to obtain the
collocation equation.
Consider the Chebyshev polynomials
n
Tx of the
first kind, which are the special case of Jacobi polynomi-
als
 
 
2
211
,
22
2! ,0,1,2,
2!
n
nn
n
TxJxn
n

 (4.1)
for 11
x
. Chebyshev polynomials are the weighted
orthogonal polynomials with weight function

2
1
1
wx
.
Open Access AM
Y. T. HUANG, M. L. ZHENG 1499
One can easily obtain the three-term recurrence for-
mula
 
 
01
11
1, ,
2,
kkk
TxTxx
Tx xTxTxk


 1,2,
Denote 1NNN
, here p,
q is determined by satisfying . Then the roots
of is named as the Chebyshev Gauss-Lobatto
points (in this paper is also called Gauss-Lobatto points).
Gauss-Lobatto points can be explicitly written as [26,27]
 
1
QxTxpT xqTx


10Q
0

Qx
cos,0,1, 2,,.
k
k
x
KN
N

Define the discrete inner product

N
as
 


0
,,
N
kk
Nk
ux vxuxvxk
where k
are the associated weights of Chebyshev
Gauss-Lobatto integration
2for0, ,
,1for1, ,1.
kk
k
kN
ckN
cN


By orthogonality it can easily be derived that

0
,if
N
ik jkk
k
TxT xijN

(4.2)
Next, let us consider the following Gauss-Lobatto
points
cos,0,1, 2,,.
22
k
LL k
x
K
N
 N
(4.3)
Assume that the approximate solution of the space
fractional diffusion Equation (1.4) has separable forma-
tion
 
0
2
ˆˆ
,, ,
N
Nn
n
1
x
uxtuxttT xxL
 
for
0, .
x
L Replacing in (1.4) by

,uxt
,
N
uxt
it results in the following equations on k
x

 

0
,,
1, 2,,1
,0,,
Nkk Nkk
NN N
uxtdxuxt qxt
tx
kN
uxtuxt gt




,,
(4.4)
with initial condition , where
 
,0
N
ux hx12
.
Set 2
ˆ1
k
k
x
xL

, then Equations (4.4) can be written
into


 


0
ˆˆ
0
d
ˆd
ˆ,,
k
N
nk n
n
N
knkxxn k
n
Tx t
t
dxDTxtqxt
for 1, 2,,1kN
0
. In addition, the boundary condi-
tions for
x
and
N
x
can be expressed by





0
00
ˆˆ
0,
NN
nnN nn
nn
tT xtT xgt



 (4.6)
Equations (4.5) and (4.6) is called the collocation
equation for fractional diffusion Equation (1.4), and k
x
defined by (4.3) is called the collocation points.
The Equation (4.5) is a system of ordinary differential
equations. The calculation of can be imple-
mented by

n
DT x
  


 

 
21
20
21
ˆ
21
2
2
,,
1d ˆ
ˆd
2d
1d ˆˆ
ˆd
ˆ
22
d
2! ˆ
22!
x
nn
x
n
n
ab
n
DT xxT
x
LxT
x
n
Ldx
n











here
ˆ2,lLab

 
12
, therefore
nk
DT x
can be conveniently calculated by making use of (3.4).
Remark 2. 1) Equations (4.5) and (4.6) is also said to
be the strong form of the collocation method.
2) In order to get high order schemes, high order
Runge-kutta methods can be used to solve the system of
ordinary differential Equation (4.5).
Now, we employ the discrete inner product to deal
with the initial condition. Notice that
,0 ,0
N
ux hxxL
,
can be written into
 
0
2
ˆˆ
ˆ
0,
N
nn
n
1
x
TxhxxL

Therefore, making use of (4.2) it gives


,
0,1,2,,
,
kN
k
kk
N
hT kN
TT
1.
(4.7)
In order to conveniently deal with the boundary condi-
tions and initial condition, let us consider another form of
the collocation method based on interpolation. Based on
the Gauss-Lobatto nodes (4.3) above, the Lagrangian
interpolation basis function

k
x
are given by

,0,1,,
j
k
jk kj
xx
x
kN
xx

.
Assume that the approximation be the in-
terpolation

,
N
uxt
 
0
,
N
Nj
j
uxttx

j
(4.5)
Note that
j
i
xji
, here δji denotes the Kronecker
Open Access AM
Y. T. HUANG, M. L. ZHENG
1500
delta symbol. Then, the Equations (4.6) simply become

0,0
N
tgt t


,
and the initial condition (4.7) is altered by


0,1,2,,
jj
hx jN
1,
(4.8)
Let
 
T
12 1
(, ,,
N
ttt t
 
 .
Equation (4.5) is correspondingly modified into

tDMtNgtQt
  (4.9)
where
 
 
 
11 2111
12221 2
112 11 1
N
N
NNN
DX DXDx
Dx DxDX
M
DxDXDX

 
 
 
 
 










N



101
202
10 1NN
dD x
dD x
N
dD x












1
2
1N
qt
qt
Qt
qt







and

121
diag,,, N
Dddd
,
with for 11.


,,ddxqtqxt
iii i
In order to compute conveniently the coefficient ma-
trix M, we expanse
iN 

k
x
 into Taylor series



2
1
00 0.
2!
NN
kkk k
xxx
N
 
 
 
Therefore, making use of Prop. 2.1 and Prop. 2.2 one
can derive.



0
0,
1
m
Njm
j
m
Dx x
m

for 01
x
 and 0. jN
5. Numerical Examples
In this section, we consider the space fractional diffusion
equations for different source terms and the values of
utilizing the collocation method. Here, the fourth order
Runge-Kutta method is used for all the examples with
time step . The first example is a fractional
equation with 1
0.05
t
1.5
 and time variable belongs to
0,  . The second example is associated to the prob-
lem of time belonging to finite interval with 1.5 2
.
For the first example, we use the second kind of colloca-
tion method, namely based on the Lagrange interpolation,
with 3N
. The second example is solve by the Cheby-
shev polynomials approximation with .
3N
Example 1. Consider the following asymptotic prob-
lem with 1.2
  
qxt


1.2
1.2
,,,,
,0,10,
uxtdxuxt
x
xt


t
with the initial condition

2
,0, 0,1uxxx
and boundary conditions

0,
0,0,1,e,
t
ut utt

in which
 
2.2
1.8
2
dx x
,
and

2
,1qxtx x
e
t
ux
.
The exact solution (Ex-solution) is

2
,e
t
t x
1t
.
The numerical solution (CM-solution) at time
, us-
ing the collocation method based on the Lagrange inter-
polation, is shown in Figure 1.
Example 2. Consider the following finite interval
problem with 1.8
  
,0

1.8
1.8
,
,,,,10,
t
u xtq xtxtT
x

tux
d x
with the initial condition

2
,0, 0,1uxxx
and boundary conditions
Figure 1. The exact solution and collocation solution for
asymptotic problem with α = 1.2 at time t = 1.
Open Access AM
Y. T. HUANG, M. L. ZHENG 1501
 
0,0,1,e ,0,
t
ututt T

where
 
0.8
1.2
2
dx x

,1
t
qxt xx
2t
e
e
.
The exact solution is . The numerical so-
lution at time t = 1, using the collocation method based on
the Chebyshev polynomials with , is shown in Fig-
ure 2. The error

,uxt x
3N
err
N
uu is illustrated in Table 1.
6. Conclusion
The collocation method, namely called pseudo-spectral
method, is proposed in present paper. This kind of method
can be efficiently applied to fractional partial differential
equations. The remarkably superiorities, efficiency and
high accuracy have been found through the numerical
examples presented in this paper. The high accurate ap-
proximation only by a few grids can be derived. How-
ever, the space and time steps must satisfy certain condi-
tion in order to guarantee the stability for finite differ-
ence method. It must be stressed that the higher order
collocation method based on Lagrange interpolation maybe
result in numerical instability because of the ill-condition
of the matrix . It is hoped that the error esti-
mated on the spectral method for fractional differential
equations will be studied in future work.

kl
Dx
Figure 2. The exact solution and collocation solution for
finite interval problem with α = 1.8 at time t = 1.
Table 1. The error of the collocation solution with N = 3.
x 0.1 0.2 0.3 0.4 0.5
err 0.2465e05 0.3628e05 0.3771e05 0.3178e05 0.2131e05
x 0.6 0.7 0.8 0.9 1.0
err 0.9139e06 0.1909e06 0.9002e06 0.9309e06 0
7. Acknowledgements
The present paper was supported by the Natural Science
Foundation of China (Grant No. 11101140) and the Na-
tion Natural Science Foundation of Huzhou.
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