Numerical Solution of Fokker-Planck-Kolmogorov Time Fractional Differential Equations Using Haar Wavelet Method and convergence and error analysis

Iranian Journal of Optimization

دوره 14، شماره 2، شهریور 2022، صفحه 121-133   

نوع مقاله: Research Paper

نویسندگان

shaban mohammadi^* ؛ S. Reza Hejazi

Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.

چکیده

The purpose of this paper is to present an efficient numerical method for finding numerical solutions Fokker-Planck-Kolmogorov time-fractional differential equations. The Haar Wave was the first to be introduced. The Fokker-Planck-Kolmogorov time-fractional differential equation is converted to the linear equation using the Haar wavelet operation matrix in this technique. This method has the advantage of being simple to solve. The simulation was carried out using MATLAB software. Finally, the proposed strategy was used to solve certain problems. The results revealed that the suggested numerical method is highly accurate and effective when used to Fokker-Planck-Kolmogorov time fraction differential equations. The results for some numerical examples are documented in table and graph form to elaborate on the efficiency and precision of the suggested method. Moreover, for the convergence of the proposed technique, inequality is derived in the context of error analysis.

کلیدواژه‌ها

Time fractional differential equations؛ Fokker-Planck-Kolmogorov differential equations؛ Haar wavelet

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