Preprint

·2021 OPEN ACCESS

Galerkin methods for fractional-stochastic systems

Mehmet Ali Akınlar YTU , Francisco Gómez , Fatih Taşçı YTU

Abstract

Applicability of undetermined coefficients methods to several fractional-stochastic models is investigated. These models are mostly generated by fractional-order derivative operators and include a fractional white noise term. Application of a polynomial chaos algorithm to stochastic Lotka-Volterra and Benney systems are also investigated. Fractional-stochastic equations considered in this paper are totally original systems which may serve as models for many scientific and engineering phenomena. It is pointed out that Galerkin type methods employed in this paper may be efficiently applied to fractional-order systems having uncertainty or a noise term.

Keywords

Polynomial chaos Fractional calculus Applied mathematics White noise Galerkin method Noise (video) Mathematics Polynomial Term (time) Order (exchange) Mathematical optimization Computer science Nonlinear system Mathematical analysis Monte Carlo method Physics

Subject Areas

Fractional Differential Equations Solutions ·Modeling and Simulation ·Physical Sciences
Advanced Control Systems Design ·Control and Systems Engineering ·Physical Sciences
Chaos control and synchronization ·Statistical and Nonlinear Physics ·Physical Sciences