Numerical solution of fractional integro-differential equations by a hybrid collocation method (Q2444269)

The authors recall a hybrid collocation method for weakly singular linear Volterra equations from a paper by \textit{Y. Cao} et al. [SIAM J. Numer. Anal. 41, No. 1, 364--381 (2003; Zbl 1042.65106)] that has already been generalized by \textit{M. Rebelo} and \textit{T. Diogo} [J. Comput. Appl. Math. 234, No. 9, 2859--2869 (2010; Zbl 1196.65202)] to the area of nonlinear Volterra equations and fractional differential equations. This method is now extended to fractional integro-differential equations. The approach is based on approximation by piecewise polynomials in all but the first subinterval of a given partition of the interval of interest, whereas a linear combination of monomials with noninteger exponents is used on the first subinterval, thus capturing the asymptotic behaviour of the exact solution. The method is used in combination with a graded mesh. A brief error analysis and some examples are given.