Author/Authors :
Ahmadi, N. Department of Mathematics - Science and Research Branch - Islamic Azad University, Tehran, Iran , Allahviranloo, T. Department of Mathematics - Science and Research Branch - Islamic Azad University, Tehran, Iran , R. Vahidi, A. Department of Mathematics - Yadegar-e-Imam Khomeini (RAH) Shahre Rey Branch - Islamic Azad University, Tehran, Iran
Abstract :
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.
