A shooting-Newton procedure for solving fractional terminal value problems

In this paper we consider the numerical solution of fractional terminal value problems: namely, terminal value problems for fractional differential equations. In particular, the proposed method uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced step-by-step procedure for solving fractional initial value problems, i.e., initial value problems for fractional differential equations. As a result, the method is able to produce spectrally accurate solutions of fractional terminal value problems. Some numerical tests are reported to make evidence of its effectiveness.