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308373

WAVELET GALERKIN METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS FAKHRODIN MOHAMMADI

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Last updated: 29 Dec 2024

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Abstract

Stochastic fractional differential equations (SFDEs) have many physical applications in the fields of turbulance, heterogeneous, flows and ma- trials, viscoelasticity and electromagnetic theory. In this paper, a new wavelet Galerkin method is proposed for numerical solution of SFDEs. First, fractional and stochastic operational matrices for the Chebyshev wavelets are introduced. Then, these operational matrices are applied to approximate solution of SFDEs. The proposed method reduces the SFDEs to a linear system of algebraic equations that can be solved easily. A brief convergence and error analysis of the proposed method is given. Numerical examples are performed to test the applicability and efficiency of the method.

DOI

10.21608/jfca.2016.308373

Volume

7

Article Issue

1

Related Issue

42474

Issue Date

2016-01-01

Receive Date

2023-07-17

Publish Date

2016-01-01

Page Start

73

Page End

86

Print ISSN

2090-584X

Online ISSN

2090-5858

Link

https://jfca.journals.ekb.eg/article_308373.html

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https://jfca.journals.ekb.eg/service?article_code=308373

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308,373

Type

Regular research papers

Type Code

2,646

Publication Type

Journal

Publication Title

Journal of Fractional Calculus and Applications

Publication Link

https://jfca.journals.ekb.eg/

MainTitle

WAVELET GALERKIN METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS FAKHRODIN MOHAMMADI

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Article

Created At

18 Dec 2024