TY - JOUR
A2 - Kocinac, Ljubisa
AU - Liu, Xin
AU - Kamran,
AU - Yao, Yukun
PY - 2020
DA - 2020/09/07
TI - Numerical Approximation of Riccati Fractional Differential Equation in the Sense of Caputo-Type Fractional Derivative
SP - 1274251
VL - 2020
AB - The Riccati differential equation is a well-known nonlinear differential equation and has different applications in engineering and science domains, such as robust stabilization, stochastic realization theory, network synthesis, and optimal control, and in financial mathematics. In this study, we aim to approximate the solution of a fractional Riccati equation of order 0<β<1 with Atangana–Baleanu derivative (ABC). Our numerical scheme is based on Laplace transform (LT) and quadrature rule. We apply LT to the given fractional differential equation, which reduces it to an algebraic equation. The reduced equation is solved for the unknown in LT space. The solution of the original problem is retrieved by representing it as a Bromwich integral in the complex plane along a smooth curve. The Bromwich integral is approximated using the trapezoidal rule. Some numerical experiments are performed to validate our numerical scheme.
SN - 2314-4629
UR - https://doi.org/10.1155/2020/1274251
DO - 10.1155/2020/1274251
JF - Journal of Mathematics
PB - Hindawi
KW -
ER -