IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v622y2023ics0378437123004429.html
   My bibliography  Save this article

A novel numerical scheme for fractional differential equations using extreme learning machine

Author

Listed:
  • S M, Sivalingam
  • Kumar, Pushpendra
  • Govindaraj, V.

Abstract

In this paper, we propose a neural network-based approach with an Extreme Learning Machine (ELM) for solving fractional differential equations. The solution procedure for the linear and nonlinear fractional differential equations has been derived. Also the convergence and stability of the proposed method is provided. Then we examine the numerical solution of several fractional-order ordinary and partial differential equations. As a last example the Burgers equation without an explicit exact solution. The effect of changing the number of neurons on the accuracy of the solution is obtained graphically.

Suggested Citation

  • S M, Sivalingam & Kumar, Pushpendra & Govindaraj, V., 2023. "A novel numerical scheme for fractional differential equations using extreme learning machine," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    • Handle: RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004429
    DOI: 10.1016/j.physa.2023.128887
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437123004429
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2023.128887?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Odibat, Zaid & Momani, Shaher, 2008. "Modified homotopy perturbation method: Application to quadratic Riccati differential equation of fractional order," Chaos, Solitons & Fractals, Elsevier, vol. 36(1), pages 167-174.
    2. Quan, Ho Dac & Huynh, Hieu Trung, 2023. "Solving partial differential equation based on extreme learning machine," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 205(C), pages 697-708.
    3. Pourbabaee, Marzieh & Saadatmandi, Abbas, 2019. "A novel Legendre operational matrix for distributed order fractional differential equations," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 215-231.
    4. Talib, Imran & Noor, Zulfiqar Ahmad & Hammouch, Zakia & Khalil, Hammad, 2022. "Compatibility of the Paraskevopoulos’s algorithm with operational matrices of Vieta–Lucas polynomials and applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 442-463.
    5. Shloof, A.M. & Senu, N. & Ahmadian, A. & Salahshour, Soheil, 2021. "An efficient operation matrix method for solving fractal–fractional differential equations with generalized Caputo-type fractional–fractal derivative," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 188(C), pages 415-435.
    6. X. Y. Li & B. Y. Wu & R. T. Wang, 2014. "Reproducing Kernel Method for Fractional Riccati Differential Equations," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-6, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. M. Motawi Khashan & Rohul Amin & Muhammed I. Syam, 2019. "A New Algorithm for Fractional Riccati Type Differential Equations by Using Haar Wavelet," Mathematics, MDPI, vol. 7(6), pages 1-12, June.
    2. S. Balaji, 2014. "Legendre Wavelet Operational Matrix Method for Solution of Riccati Differential Equation," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2014, pages 1-10, June.
    3. Kumar, Yashveer & Singh, Vineet Kumar, 2021. "Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 531-569.
    4. H. X. Mamatova & Z. K. Eshkuvatov & Sh. Ismail, 2023. "A Hybrid Method for All Types of Solutions of the System of Cauchy-Type Singular Integral Equations of the First Kind," Mathematics, MDPI, vol. 11(20), pages 1-30, October.
    5. Turkyilmazoglu, Mustafa & Altanji, Mohamed, 2023. "Fractional models of falling object with linear and quadratic frictional forces considering Caputo derivative," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    6. Odibat, Zaid M., 2009. "Exact solitary solutions for variants of the KdV equations with fractional time derivatives," Chaos, Solitons & Fractals, Elsevier, vol. 40(3), pages 1264-1270.
    7. Nur Amirah Zabidi & Zanariah Abdul Majid & Adem Kilicman & Faranak Rabiei, 2020. "Numerical Solutions of Fractional Differential Equations by Using Fractional Explicit Adams Method," Mathematics, MDPI, vol. 8(10), pages 1-23, October.
    8. Hallaji, Majid & Dideban, Abbas & Khanesar, Mojtaba Ahmadieh & kamyad, Ali vahidyan, 2018. "Optimal synchronization of non-smooth fractional order chaotic systems with uncertainty based on extension of a numerical approach in fractional optimal control problems," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 325-340.
    9. Pourbabaee, Marzieh & Saadatmandi, Abbas, 2022. "A new operational matrix based on Müntz–Legendre polynomials for solving distributed order fractional differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 194(C), pages 210-235.
    10. Endah R. M. Putri & Lutfi Mardianto & Amirul Hakam & Chairul Imron & Hadi Susanto, 2021. "Removing non-smoothness in solving Black-Scholes equation using a perturbation method," Papers 2104.07839, arXiv.org, revised Apr 2021.
    11. Haifa Bin Jebreen & Ioannis Dassios, 2022. "A Biorthogonal Hermite Cubic Spline Galerkin Method for Solving Fractional Riccati Equation," Mathematics, MDPI, vol. 10(9), pages 1-14, April.
    12. Kumar, Yashveer & Yadav, Poonam & Singh, Vineet Kumar, 2023. "Distributed order Gauss-Quadrature scheme for distributed order fractional sub-diffusion model," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    13. Derakhshan, Mohammad Hossein & Rezaei, Hamid & Marasi, Hamid Reza, 2023. "An efficient numerical method for the distributed order time-fractional diffusion equation with error analysis and stability," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 214(C), pages 315-333.
    14. Meng, Zhijun & Yi, Mingxu & Huang, Jun & Song, Lei, 2018. "Numerical solutions of nonlinear fractional differential equations by alternative Legendre polynomials," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 454-464.
    15. Ahmed Farooq Qasim & Almutasim Abdulmuhsin Hamed, 2019. "Treating Transcendental Functions in Partial Differential Equations Using the Variational Iteration Method with Bernstein Polynomials," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2019, pages 1-8, March.
    16. Md. Habibur Rahman & Muhammad I. Bhatti & Nicholas Dimakis, 2023. "Employing a Fractional Basis Set to Solve Nonlinear Multidimensional Fractional Differential Equations," Mathematics, MDPI, vol. 11(22), pages 1-15, November.
    17. Abdelfattah Mustafa & Reda S. Salama & Mokhtar Mohamed, 2023. "Analysis of Generalized Nonlinear Quadrature for Novel Fractional-Order Chaotic Systems Using Sinc Shape Function," Mathematics, MDPI, vol. 11(8), pages 1-17, April.
    18. Bota, Constantin & Căruntu, Bogdan, 2017. "Analytical approximate solutions for quadratic Riccati differential equation of fractional order using the Polynomial Least Squares Method," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 339-345.
    19. Singh, Harendra & Srivastava, H.M., 2019. "Jacobi collocation method for the approximate solution of some fractional-order Riccati differential equations with variable coefficients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1130-1149.
    20. Jim Gatheral & Radoš Radoičić, 2019. "Rational Approximation Of The Rough Heston Solution," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-19, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004429. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.