The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as expected value of a random time process. Using the latter, present interesting numerical based on Monte Carlo integration simulate solutions and partial equations. Thirdly, show that allows us find fundamental for (PDEs), which derivative Caputo sense space o...

In this paper, we exhibit two methods to numerically solve the fractional integro differential equations and then proceed to compare the results of their applications on different problems. For this purpose, at first shifted Jacobi polynomials are introduced and then operational matrices of the shifted Jacobi polynomials are stated. Then these equations are solved by two methods: Caputo fractio...

We develop the theory of hybrid fractional differential equations with the complex order $thetain mathbb{C}$, $theta=m+ialpha$, $0<mleq 1$, $alphain mathbb{R}$, in Caputo sense. Using Dhage's type fixed point theorem for the product of abstract nonlinear operators in Banach algebra; one of the operators is $mathfrak{D}$- Lipschitzian and the other one is completely continuous, we prove the exis...

Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit solutions of certain classes of scalar and matrix Riccati equations are presented as an illustration of the general results. Typeset using REVTEX 1

The numerical treatment of the linear-quadratic optimal control problem requires the solution of Riccati equations. In particular, the differential Riccati equations (DRE) is a key operation for the computation of the optimal control in the finite-time horizon case. In this work, we focus on large-scale problems governed by partial differential equations (PDEs) where, in order to apply a feedba...

in this paper, we introduce a family of fractional-order chebyshev functions based on the classical chebyshev polynomials. we calculate and derive the operational matrix of derivative of fractional order $gamma$ in the caputo sense using the fractional-order chebyshev functions. this matrix yields to low computational cost of numerical solution of fractional order differential equations to the ...

In this paper, a collocation method based on the Bernstein polynomials is presented for the fractional Riccati type differential equations. By writing t? ta (0 < a < 1) in the truncated Bernstein series, the truncated fractional Bernstein series is obtained and then it is transformed into the matrix form. By using Caputo fractional derivative, the matrix forms of the fractional derivatives are ...