A Petrov-Galerkin spectral method for fractional convection–diffusion equations with two-sided fractional derivative.

In this paper, we study a boundary value problem of fractional convection–diffusion equation with general two-sided fractional derivative. The well-posedness of the variation formulation is investigated under some properly assumptions. A Petrov-Galerkin method is developed, which employs the Jacobi poly-fractonomials for the trial and test space. The new approach allows the derivation of optimal error estimates in properly weighted Sobolev space and the matrix of the leading term is diagonal. We show that even for smooth data, we only obtain algebraic convergence due to the regularity of the solution. Some numerical examples are presented to demonstrate the validity of our theoretical results. [ABSTRACT FROM AUTHOR]