A Fresh View on Numerical Correction and Optimization of Monte Carlo Algorithm and Its Application for Fractional Differential Equation

Volume 15, Issue 3, pp 209-215 http://dx.doi.org/10.22436/jmcs.015.03.05

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Authors

Khosro Sayevand - Faculty of Mathemtical Sciences, Malayer University, Malayer, Iran

Abstract

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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Keywords

• Fractional Calculus
• Monte Carlo algorithm
• Jumarie derivative.

MSC

•  82C80
•  65C05
•  34A08

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