IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v7y2019i6p545-d239955.html
   My bibliography  Save this article

A New Algorithm for Fractional Riccati Type Differential Equations by Using Haar Wavelet

Author

Listed:
  • M. Motawi Khashan

    (Department of Basic Sciences, Common First Year, King Saud University, Riyadh 11451, Saudi Arabia)

  • Rohul Amin

    (Department of Mathematics, University of Peshawar, Peshawar 25120, Pakistan)

  • Muhammed I. Syam

    (Department of Mathematical Sciences, UAE University, Al-Ain 15551, UAE)

Abstract

In this paper, a new collocation method based on Haar wavelet is developed for numerical solution of Riccati type differential equations with non-integer order. The fractional derivatives are considered in the Caputo sense. The method is applied to one test problem. The maximum absolute estimated error functions are calculated, and the performance of the process is demonstrated by calculating the maximum absolute estimated error functions for a distinct number of nodal points. The results show that the method is applicable and efficient.

Suggested Citation

  • 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.
    • Handle: RePEc:gam:jmathe:v:7:y:2019:i:6:p:545-:d:239955
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/7/6/545/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/7/6/545/
    Download Restriction: no
    ---><---

    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. Bellen, Alfredo & Zennaro, Marino, 2003. "Numerical Methods for Delay Differential Equations," OUP Catalogue, Oxford University Press, number 9780198506546.
    3. 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. 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).
    2. Tan, Zengqiang & Zhang, Chengjian, 2022. "Numerical approximation to semi-linear stiff neutral equations via implicit–explicit general linear methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 196(C), pages 68-87.
    3. Eriqat, Tareq & El-Ajou, Ahmad & Oqielat, Moa'ath N. & Al-Zhour, Zeyad & Momani, Shaher, 2020. "A New Attractive Analytic Approach for Solutions of Linear and Nonlinear Neutral Fractional Pantograph Equations," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    4. Qin, Hongyu & Zhang, Qifeng & Wan, Shaohua, 2019. "The continuous Galerkin finite element methods for linear neutral delay differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 76-85.
    5. Qin, Tingting & Zhang, Chengjian, 2015. "Stable solutions of one-leg methods for a class of nonlinear functional-integro-differential equations," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 47-57.
    6. 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.
    7. Wang, Qi, 2015. "Numerical oscillation of neutral logistic delay differential equation," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 49-59.
    8. Posch, Olaf & Trimborn, Timo, 2013. "Numerical solution of dynamic equilibrium models under Poisson uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2602-2622.
    9. Xu, Y. & Zhao, J.J., 2008. "Stability of Runge–Kutta methods for neutral delay-integro-differential-algebraic system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 571-583.
    10. Fathy, Mohamed & Abdelgaber, K.M., 2022. "Approximate solutions for the fractional order quadratic Riccati and Bagley-Torvik differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    11. Amat, Sergio & José Legaz, M. & Pedregal, Pablo, 2015. "A variable step-size implementation of a variational method for stiff differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 49-57.
    12. Cheng, Xue & Chen, Zhong & Zhang, Qingpu, 2015. "An approximate solution for a neutral functional–differential equation with proportional delays," Applied Mathematics and Computation, Elsevier, vol. 260(C), pages 27-34.
    13. 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.
    14. 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.
    15. Zhang, Chengjian & Chen, Hao, 2010. "Asymptotic stability of block boundary value methods for delay differential-algebraic equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 100-108.
    16. García, M.A. & Castro, M.A. & Martín, J.A. & Rodríguez, F., 2018. "Exact and nonstandard numerical schemes for linear delay differential models," Applied Mathematics and Computation, Elsevier, vol. 338(C), pages 337-345.
    17. Abolvafaei, Mahnaz & Ganjefar, Soheil, 2020. "Maximum power extraction from wind energy system using homotopy singular perturbation and fast terminal sliding mode method," Renewable Energy, Elsevier, vol. 148(C), pages 611-626.
    18. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
    19. Tan, Zengqiang & Zhang, Chengjian, 2018. "Implicit-explicit one-leg methods for nonlinear stiff neutral equations," Applied Mathematics and Computation, Elsevier, vol. 335(C), pages 196-210.
    20. 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.

    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:gam:jmathe:v:7:y:2019:i:6:p:545-:d:239955. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.