Numerical Solution of Fractional Riccati Differential Equation via Shifted Chebyshev Polynomials of the Third Kind

Abstract

In this paper, Chebyshev collocation method is applied to fractional Riccati differential equation (FRDE) using the shifted Chebyshev polynomials of the third kind. Approximate analytical solution of FRDE is considered as Chebyshev series expansion. The fractional derivative is described in the Caputo sense. Using properties of Chebyshev polynomials FRDE with initial condition is reduced to a nonlinear system of algebraic equations which solved by the Newton iteration method. The accuracy and efficiency of the proposed method is illustrated by numerical examples.