A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinear fractional Langevin equation involving two fractional orders in different intervals

In this paper, we develop a Jacobi-Gauss-Lobatto collocation method for solving the nonlinear fractional Langevin equation with three-point boundary conditions. The fractional derivative is described in the Caputo sense. The shifted Jacobi-Gauss-Lobatto points are used as collocation nodes. The main characteristic behind the Jacobi-Gauss-Lobatto collocation approach is that it reduces such a problem to those of solving a system of algebraic equations. This system is written in a compact matrix form. Through several numerical examples, we evaluate the accuracy and performance of the proposed method. The method is easy to implement and yields very accurate results.