Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
| Autor: | Fakhrodin Mohammadi |
|---|---|
| Jazyk: | English<br />Portuguese |
| Rok vydání: | 2017 |
| Předmět: | |
| Zdroj: | Boletim da Sociedade Paranaense de Matemática, Vol 35, Iss 1, Pp 195-215 (2017) |
| Druh dokumentu: | article |
| ISSN: | 0037-8712 2175-1188 |
| DOI: | 10.5269/bspm.v35i1.28262 |
| Popis: | Stochastic fractional differential equations (SFDEs) have been used for modeling many physical problems in the fields of turbulance, heterogeneous, flows and matrials, viscoelasticity and electromagnetic theory. In this paper, an efficient wavelet Galerkin method based on the second kind Chebyshev wavelets are proposed for approximate solution of SFDEs. In this approach, operational matrices of the second kind Chebyshev wavelets are used for reducing SFDEs to a linear system of algebraic equations that can be solved easily. Convergence and error analysis of the proposed method is considered. Some numerical examples are performed to confirm the applicability and efficiency of the proposed method. |
| Databáze: | Directory of Open Access Journals |
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