Numerical solution of fractional evolution equations of Caputo type

Numerical solution of fractional evolution equations of Caputo type

In this project, we investigate Caputo-type fractional derivatives, time-fractional evolution equations similar to the heat equation, and their numerical solutions using a Feynman-Kac type representation. We discuss several applications of PDEs involving the Caputo derivative. We review results b...

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Bibliographic Details
Main Author: Khor, Sze Chong
Other Authors: Dusit Niyato
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Mathematical Sciences
Partial differential equations
Monte Carlo simulation
Fractional calculus
Online Access:https://hdl.handle.net/10356/175651

Internet

https://hdl.handle.net/10356/175651

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