Analysis and numerical solution of a Riemann-Liouville fractional derivative two-point boundary value problem

A two-point boundary value problem is considered on the interval [0, 1], where the leading term in the differential operator is a Riemann-Liouville fractional derivative of order 2 − δ with 0 < δ < 1. It is shown that any solution of such a problem can be expressed in terms of solutions to two associated weakly singular Volterra integral equations of the second kind. As a consequence, existence and uniqueness of a solution to the boundary value problem are proved, the structure of this solution is elucidated, and sharp bounds on its derivatives (in terms of the parameter δ) are derived. These results show that in general the first-order The research of the second author is supported in part by the National Natural Science Foundation of China under grant 91430216. The second author is the Corresponding Author. Natalia Kopteva Department of Mathematics and Statistics, University of Limerick, Ireland. E-mail: [email protected] Martin Stynes Beijing Computational Science Research Center, Haidian District, Beijing 100193, China. Tel.: +86-10-56981801, Fax: +86-10-56981700. E-mail: [email protected] 2 Natalia Kopteva, Martin Stynes derivative of the solution will blow up at x = 0, so accurate numerical solution of this class of problems is not straightforward. The reformulation of the boundary problem in terms of Volterra integral equations enables the construction of two distinct numerical methods for its solution, both based on piecewise-polynomial collocation. Convergence rates for these methods are proved and numerical results are presented to demonstrate their performance.