Abstract:
This paper aims to provide an efficient numerical method based on the second Chebyshev wavelets for solving the fractional Langevin equation. Applying this operational matrix of fractional-order integration of second Chebyshev wavelets converts the original problem into a system of algebraic equations, which could be solved by the Newton method. After analyzing the method, the error bound is estimated. Moreover, the
methods efficiency through a few numerical examples is evaluated.
Key words:fractional Langevin equation, second Chebyshev wavelet, operational matrix of fractional order integration.
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