The Numerical Approximation of Caputo Fractional Derivatives of Higher Orders Using a Shifted Gegenbauer Pseudospectral Method: A Case Study of Two-Point Boundary Value Problems of the Bagley–Torvik Type

This paper introduces a novel Shifted Gegenbauer Pseudospectral (SGPS) method for approximating Caputo fractional derivatives (FDs) of an arbitrary positive order. The method employs a strategic variable transformation to express the Caputo FD as a scaled integral of the m th-derivative of the Lagrange interpolating polynomial, thereby mitigating singularities and improving numerical stability. Key innovations include the use of shifted Gegenbauer (SG) polynomials to link m th-derivatives with lower-degree polynomials for precise integration via SG quadratures. The developed fractional SG integration matrix (FSGIM) enables efficient, pre-computable Caputo FD computations through matrix–vector multiplications. Unlike Chebyshev or wavelet-based approaches, the SGPS method offers tunable clustering and employs SG quadratures in barycentric forms for optimal accuracy. It also demonstrates exponential convergence, achieving superior accuracy in solving Caputo fractional two-point boundary value problems (TPBVPs) of the Bagley–Torvik type. The method unifies interpolation and integration within a single SG polynomial framework and is extensible to multidimensional fractional problems.