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

A two-point boundary value problem is considered on the interval , where the leading term in the differential operator is a Caputo fractional-order derivative of order with . The problem is reformulated as a Volterra integral equation of the second kind in terms of the quantity , where is the solution of the original problem. A collocation method that uses piecewise polynomials of arbitrary order is developed and analysed for this Volterra problem; then by postprocessing an approximate solution of is computed. Error bounds in the maximum norm are proved for and . Numerical results are presented to demonstrate the sharpness of these bounds.