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A new stochastic approach for solution of Riccati differential equation of fractional order

A new stochastic approach for solution of Riccati differential equation of fractional order In this article, a stochastic technique has been developed for the solution of nonlinear Riccati differential equation of fractional order. Feed-forward artificial neural network is employed for accurate mathematical modeling and learning of its weights is made with heuristic computational algorithm based on swarm intelligence. In this scheme, particle swarm optimization is used as a tool for the rapid global search method, and simulating annealing for efficient local search. The scheme is equally capable of solving the integer order or fractional order Riccati differential equations. Comparison of results was made with standard approximate analytic, as well as, stochastic numerical solvers and exact solutions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Annals of Mathematics and Artificial Intelligence Springer Journals

A new stochastic approach for solution of Riccati differential equation of fractional order

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References (60)

Publisher
Springer Journals
Copyright
Copyright © 2011 by Springer Science+Business Media B.V.
Subject
Computer Science; Computer Science, general; Statistical Physics, Dynamical Systems and Complexity; Mathematics, general; Artificial Intelligence (incl. Robotics)
ISSN
1012-2443
eISSN
1573-7470
DOI
10.1007/s10472-010-9222-x
Publisher site
See Article on Publisher Site

Abstract

In this article, a stochastic technique has been developed for the solution of nonlinear Riccati differential equation of fractional order. Feed-forward artificial neural network is employed for accurate mathematical modeling and learning of its weights is made with heuristic computational algorithm based on swarm intelligence. In this scheme, particle swarm optimization is used as a tool for the rapid global search method, and simulating annealing for efficient local search. The scheme is equally capable of solving the integer order or fractional order Riccati differential equations. Comparison of results was made with standard approximate analytic, as well as, stochastic numerical solvers and exact solutions.

Journal

Annals of Mathematics and Artificial IntelligenceSpringer Journals

Published: Jan 13, 2011

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