A piecewise spectral-collocation method for solving fractional Riccati differential equation in large domains

Abstract

This paper addresses the approximate solution of the fractional Riccati differential equation (FRDE) in large domains. First, the solution interval is divided into a finite number of subintervals. Then, the Legendre–Gauss–Radau points along with the Lagrange interpolation method are employed to approximate the FRDE solution in each subinterval. The method has the advantage of providing the approximate solutions in large intervals. Additionally, the convergence analysis of the numerical algorithm is also provided. Three illustrative examples are given to illustrate the efficiency and applicability of the proposed method.