Bulletin of the Iranian Mathematical Society

Bulletin of the Iranian Mathematical Society

Convergence analysis of spectral Tau method for fractional Riccati differential equations

Document Type : Research Paper

Authors
1 Muslim
2 muslim
Abstract
‎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 and rate of‎
‎convergence is established in the weighted $L^2-$norm‎. ‎Numerical‎
‎results are presented to confirm the high accuracy of the‎
‎method‎.
Keywords
Subjects

Volume 40, Issue 5 - Serial Number 5
October 2014
Pages 1275-1290

  • Receive Date 08 February 2013
  • Revise Date 22 September 2013
  • Accept Date 22 September 2013