Title of article
An efficient approach based on radial basis functions for solving stochastic fractional differential equations
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
Pages
6
From page
113
To page
118
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.
Keywords
Stochastic fractional differential equations , Radial basis functions
Journal title
Mathematical Sciences
Serial Year
2017
Record number
2509167
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