Numerical treatment for solving fractional Riccati differential equation

This paper presents an accurate numerical method for solving fractional Riccati differential equation (FRDE). The proposed method so called fractional Chebyshev finite difference method (FCheb-FDM). In this technique, we approximate FRDE with a finite dimensional problem. The method is based on the...

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Bibliographic Details
Main Author: M.M. Khader
Format: Article
Language:English
Published: SpringerOpen 2013-04-01
Series:Journal of the Egyptian Mathematical Society
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1110256X12000521
Description
Summary:This paper presents an accurate numerical method for solving fractional Riccati differential equation (FRDE). The proposed method so called fractional Chebyshev finite difference method (FCheb-FDM). In this technique, we approximate FRDE with a finite dimensional problem. The method is based on the combination of the useful properties of Chebyshev polynomials approximation and finite difference method. The Caputo fractional derivative is replaced by a difference quotient and the integral by a finite sum. By this method the given problem is reduced to a problem for solving a system of algebraic equations, and by solving this system, we obtain the solution of FRDE. Special attention is given to study the convergence analysis and estimate an error upper bound of the obtained approximate formula. Illustrative examples are included to demonstrate the validity and applicability of the proposed technique.
ISSN:1110-256X