Wavelet Galerkin Method for Solving Stochastic Fractional Differential Equations
نویسنده
چکیده
Stochastic fractional differential equations (SFDEs) have many physical applications in the fields of turbulance, heterogeneous, flows and matrials, viscoelasticity and electromagnetic theory. In this paper, a new wavelet Galerkin method is proposed for numerical solution of SFDEs. First, fractional and stochastic operational matrices for the Chebyshev wavelets are introduced. Then, these operational matrices are applied to approximate solution of SFDEs. The proposed method reduces the SFDEs to a linear system of algebraic equations that can be solved easily. A brief convergence and error analysis of the proposed method is given. Numerical examples are performed to test the applicability and efficiency of the method.
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