A nonpolynomial collocation method for fractional terminal value problems

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摘要

In this paper we propose a nonpolynomial collocation method for solving a class of terminal (or boundary) value problems for differential equations of fractional order α,0<α<1. The approach used is based on the equivalence between a problem of this type and a Fredholm integral equation of a particular form. Taking into account the asymptotic behaviour of the solution of this problem, we propose a nonpolynomial collocation method on a uniform mesh. We study the order of convergence of the proposed algorithm and a result on optimal order of convergence is obtained. In order to illustrate the theoretical results and the performance of the method we present several numerical examples.

论文关键词:65L05,34A08,26A33,Fractional calculus,Caputo derivative,Boundary value problem,Nonpolynomial collocation method

论文评审过程:Received 10 August 2013, Revised 13 May 2014, Available online 14 June 2014.

论文官网地址:https://doi.org/10.1016/j.cam.2014.06.013