The capacitors may just be part of the standard power supply circuit for the mobile telephone modem. I looked at the SIM800 module a few months ago - people us

The capacitors may just be part of the standard power supply circuit for the mobile telephone modem. I looked at the SIM800 module a few months ago - people use them to add mobile connectivity to embedded hardware like Arduino. The module is designed with a 4v LiPo battery in mind as it can draw 2 amps for a few milliseconds when transmitting, so needs a buck converter and hefty capacitors rather than the usual linear voltage regulator. NB: Not a hardware engineer - was just interested in adding SMS notification to my home alarm.