A Jacobi Spectral Collocation Method for Solving Fractional Integro-Differential Equations

The aim of this paper is to obtain the numerical solutions of fractional Volterra integro-differential equations by the Jacobi spectral collocation method using the Jacobi-Gauss collocation points. We convert the fractional order integro-differential equation into integral equation by fractional order integral, and transfer the integro equations into a system of linear equations by the Gausssian quadrature. We furthermore perform the convergence analysis and prove the spectral accuracy of the proposed method in L∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^{\infty }$$\end{document} norm. Two numerical examples demonstrate the high accuracy and fast convergence of the method at last.