A new stochastic approach for solution of Riccati differential equation of fractional order

DOI10.1007/s10472-010-9222-xzbMath1228.65116WikidataQ57600259 ScholiaQ57600259MaRDI QIDQ645075

Muhammad Asif Zahoor Raja, Junaid Ali Khan, Ijaz Mansoor Qureshi

Publication date: 8 November 2011

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10472-010-9222-x

zbMATH Keywords

neural network; numerical examples; swarm intelligence; particle swarm optimization; fractional order Riccati differential equations; simulating annealing

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

90C15: Stochastic programming

34B15: Nonlinear boundary value problems for ordinary differential equations

90C27: Combinatorial optimization

65L10: Numerical solution of boundary value problems involving ordinary differential equations

68T20: Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)

34A08: Fractional ordinary differential equations

Related Items

An efficient method to solve a fractional differential equation by using linear programming and its application to an optimal control problem, A numerical method for solving fractional differential equations by using neural network, Stochastic numerical treatment for solving Troesch's problem, Solution of fractional order system of Bagley-Torvik equation using evolutionary computational intelligence, Numerical treatment of nonlinear Emden-Fowler equation using stochastic technique, Legendre wavelet operational matrix method for solution of fractional order Riccati differential equation, Numerical treatment of nonlinear MHD Jeffery-Hamel problems using stochastic algorithms, Solving fractional differential equations of variable-order involving operators with Mittag-Leffler kernel using artificial neural networks

Uses Software

• Matlab
• Mittag-Leffler
• mlf

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving initial-boundary value problems for systems of partial differential equations using neural networks and optimization techniques
• Genetic algorithms and particle swarm optimization for exploratory projection pursuit
• Decomposition method for solving fractional Riccati differential equations
• Numerical solution for high order differential equations using a hybrid neural network-optimization method
• Some aspects of fractional diffusion equations of single and distributed order
• Numerical algorithm based on Adomian decomposition for fractional differential equations
• A piecewise variational iteration method for Riccati differential equations
• A new application of He's variational iteration method for quadratic Riccati differential equation by using Adomian's polynomials
• Fractional Adams-Moulton methods
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Solving Riccati differential equation using Adomian's decomposition method
• Multi-order fractional differential equations and their numerical solution
• Homotopy perturbation method for quadratic Riccati differential equation and comparison with Adomian's decomposition method
• Homotopy analysis method for quadratic Riccati differential equation
• Generalized differential transform method: Application to differential equations of fractional order
• Modified homotopy perturbation method: Application to quadratic Riccati differential equation of fractional order
• Riccati differential equations
• Pitfalls in fast numerical solvers for fractional differential equations
• Optimal control for stochastic linear quadratic singular system using neural networks
• Applied Pseudoanalytic Function Theory
• Link between solitary waves and projective Riccati equations
• Application of variational iteration method to a general Riccati equation