A Fresh View on Numerical Correction and Optimization of Monte Carlo Algorithm and Its Application for Fractional Differential Equation
- Faculty of Mathemtical Sciences, Malayer University, Malayer, Iran
In this paper we have used the Mote Carlo algorithm to obtain solution of some fractional differential equation. The fractional derivative is described in the Jumarie sense. The results obtained by this method have been compared with the exact solutions. Furthermore, comparisons indicate that is a very good agreement between the solutions of Monte Carlo algorithm and the exact solutions in terms of accuracy.
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Khosro Sayevand, A Fresh View on Numerical Correction and Optimization of Monte Carlo Algorithm and Its Application for Fractional Differential Equation, Journal of Mathematics and Computer Science, 15 (2015), no. 3, 209-215
Sayevand Khosro, A Fresh View on Numerical Correction and Optimization of Monte Carlo Algorithm and Its Application for Fractional Differential Equation. J Math Comput SCI-JM. (2015); 15(3):209-215
Sayevand, Khosro. "A Fresh View on Numerical Correction and Optimization of Monte Carlo Algorithm and Its Application for Fractional Differential Equation." Journal of Mathematics and Computer Science, 15, no. 3 (2015): 209-215
- Fractional Calculus
- Monte Carlo algorithm
- Jumarie derivative.
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