Abstract <p>This paper aims to provide an efficient numerical method based on the second Chebyshev wavelets for solving the fractional Langevin equation. Applying this operational matrix of fractional-order integration of second Chebyshev wavelets converts the original problem into a system of algebraic equations, which could be solved by the Newton method. After analyzing the method, the error bound is estimated. Moreover, the method’s efficiency through a few numerical examples is evaluated.</p>

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The Second Chebyshev Wavelets for Solving the Fractional Langevin Equation

  • E. Bargamadi,
  • L. Torkzadeh,
  • K. Nouri

摘要

Abstract

This paper aims to provide an efficient numerical method based on the second Chebyshev wavelets for solving the fractional Langevin equation. Applying this operational matrix of fractional-order integration of second Chebyshev wavelets converts the original problem into a system of algebraic equations, which could be solved by the Newton method. After analyzing the method, the error bound is estimated. Moreover, the method’s efficiency through a few numerical examples is evaluated.