A quadrature tau method for fractional differential equations with variable coefficients

Abstract

In this article, we develop a direct solution technique for solving multi-order fractional differential equations (FDEs) with variable coefficients using a quadrature shifted Legendre tau (Q-SLT) method. The spatial approximation is based on shifted Legendre polynomials. A new formula expressing explicitly any fractional-order derivatives of shifted Legendre polynomials of any degree in terms of shifted Legendre polynomials themselves is proved. Extension of the tau method for FDEs with variable coefficients is treated using the shifted Legendre-Gauss-Lobatto quadrature. Numerical results are given to confirm the reliability of the proposed method for some FDEs with variable coefficients. (C) 2011 Elsevier Ltd. All rights reserved.