Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets

Fakhrodin Mohammadi

Abstract


‎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.

 


Keywords


Fractional ‎calculus;‎ ‎Stochastic ‎calculus;‎ ‎Stochastic fractional differential ‎equations;‎ ‎Second kind Chebyshev ‎wavelets;‎ ‎Operational ‎matrix;‎ ‎Wavelet Galerkin method

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DOI: http://dx.doi.org/10.5269/bspm.v35i1.28262





ISSN 0037-8712 (print) and ISSN 2175-1188 (on-line)

 

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