Jacobi-Galerkin spectral method for eigenvalue problems of Riesz fractional differential equations

Abstract: An efficient Jacobi-Galerkin spectral method for calculating eigenvalues of Riesz fractional partial differential equations with homogeneous Dirichlet boundary values is proposed in this paper. In order to retain the symmetry and positive definiteness of the discrete linear system, we introduce some properly defined Sobolev spaces and approximate the eigenvalue problem in a standard Galerkin weak formulation instead of the Petrov-Galerkin one as in literature. Poincar\'{e} and inverse inequalities are proved for the proposed Galerkin formulation which finally help us establishing a sharp estimate on the algebraic system's condition number. Rigorous error estimates of the eigenvalues and eigenvectors are then readily obtained by using Babu\v{s}ka and Osborn's approximation theory on self-adjoint and positive-definite eigenvalue problems. Numerical results are presented to demonstrate the accuracy and efficiency, and to validate the asymptotically exponential oder of convergence. Moreover, the Weyl-type asymptotic law $ \lambda_n=\mathcal{O}(n^{2\alpha})$ for the $n$-th eigenvalue $\lambda_n$ of the Riesz fractional differential operator of order $2\alpha$, and the condition number $N^{4\alpha}$ of its algebraic system with respect to the polynomial degree $N$ are observed.