An efficient collocation method for a Caputo two-point boundary value problem (Q906955)

The authors construct a computationally cheap method for numerically solving the boundary value problem \(-D_*^{2-\delta} u + b u' + c u = f\), \(u(0) - \alpha_0 u'(0) = \gamma_0\), \(u(1) + \alpha_1 u'(1) = \gamma_1\), on \([0,1]\), where \(D_*^{2-\delta}\) denotes the Caputo derivative of order \(2-\delta\). In the stated problem, the authors assume \(0 < \delta < 1\), \(c \geq 0\), \(\alpha_1 \geq 0\) and \(\alpha_0 \geq 1/(1-\delta)\). The numerical method is based on rewriting the given problem in an equivalent form and then solving the latter version via a collocation scheme based on discontinuous piecewise polynomials with a suitably chosen graded mesh. A convergence analysis is provided; this includes an investigation of associated superconvergence properties. The theoretical results are supported by numerical examples.