A simple scheme is proposed for computing N × N $N \times N$ spectral differentiation matrices of fractional order α for the case of Legendre approximation. The algorithm derived here… Click to show full abstract
A simple scheme is proposed for computing N × N $N \times N$ spectral differentiation matrices of fractional order α for the case of Legendre approximation. The algorithm derived here is based upon a homogeneous three-term recurrence relation and is numerically stable. The matrices are then applied to numerically differentiate.
               
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