‎in this paper‎, ‎a spectral tau method for solving fractional riccati‎ ‎differential equations is considered‎. ‎this technique describes‎ ‎converting of a given fractional riccati differential equation to a‎ ‎system of nonlinear algebraic equations by using some simple‎ ‎matrices‎. ‎we use fractional derivatives in the caputo form‎. ‎convergence analysis of the proposed method is given an...

when the lag function r(t) is nearly constant for large /, and has also asked for conditions on the function r under which all solutions approach zero as t—» oo. The purpose of this announcement is to initiate a study of various stability and oscillation problems for equations with perturbed lag functions, and to suggest that a modification of the familiar method of conversion to an integral eq...

hybrid of rationalized haar functions are developed to approximate the solution of the differential equations. the properties of hybrid functions which are the combinations of block-pulse functions and rationalized haar functions are first presented. these properties together with the newton-cotes nodes are then utilized to reduce the differential equations to the solution of algebraic equation...

In this paper, the Chebyshev spectral collocation method(CSCM) for one-dimensional linear hyperbolic telegraph equation is presented. Chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. A straightforward implementation of these methods involves the use of spectral differentiation matrices. Firstly, we transform ...

In this article, we develop the distributed order fractional hybrid differential equations (DOFHDEs) with linear perturbations involving the fractional Riemann-Liouville derivative of order $0 < q < 1$ with respect to a nonnegative density function. Furthermore, an existence theorem for the fractional hybrid differential equations of distributed order is proved under the mixed $varphi$-Lipschit...

In this research, a numerical method by piecewise approximated method for solving fuzzy differential equations is introduced. In this method, the solution by piecewise fuzzy polynomial is present. The base of this method is using fuzzy Taylor expansion on initial value of fuzzy differential equations. The existence, uniqueness and convergence of the approximate solution are investigated. To sho...

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...

in this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (nsfds). numerical examples confirming then efficiency of schemes, for some differential equations are provided. in order toillustrate the accuracy of the new nsfds, the numerical results are compared with s...