On the convergence of Jacobi‐Gauss collocation method for linear fractional delay differential equations

In this paper, we propose a convergent numerical method for solving linear fractional differential equations. We first convert the equation into an equivalent time‐dependent equation and then discretize it at the Jacobi‐Gauss collocation points. Using this method, we achieve a system of algebraic equations to approximate the solution of the original equation. Here, we gain the solution and its fractional derivative, simultaneously. We fully present the convergence analysis for the suggested method. We finally illustrate the efficiency of our method by solving some numerical examples.