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Convergence analysis of the Jacobi spectral-collocation method for fractional integro-differential equations
Authors:Yin YANG
Institution:Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China; School of Mathematical Sciences, South China Normal University, Guangzhou 510631, China; Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China
Abstract:We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method, which shows that the errors of the approximate solution decay exponentially in L norm and weighted L2-norm. The numerical examples are given to illustrate the theoretical results.
Keywords:Spectral Jacobi-collocation method  fractional order integro-differential equations  Caputo derivative
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