An efficient approach based on radial basis functions for solving stochastic fractional differential equations

被引：19

作者：

Ahmadi, N. ^{[1
]}

Vahidi, A. R. ^{[2
]}

Allahviranloo, T. ^{[1
]}

机构：

[1] Islamic Azad Univ, Sci & Res Branch, Dept Math, Tehran, Iran

[2] Islamic Azad Univ, Yadegar E Imam Khomeini RAH Shahre Rey Branch, Dept Math, Tehran, Iran

来源：

MATHEMATICAL SCIENCES | 2017年 / 11卷 / 02期

关键词：

Stochastic fractional differential equations; Radial basis functions; NUMERICAL-SOLUTION; DERIVATIVES;

D O I：

10.1007/s40096-017-0211-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present a collocation method based on Gaussian Radial Basis Functions (RBFs) for approximating the solution of stochastic fractional differential equations (SFDEs). In this equation the fractional derivative is considered in the Caputo sense. Also we prove the existence and uniqueness of the presented method. Numerical examples confirm the proficiency of the method.

引用

页码：113 / 118

页数：6

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