Numerical Analysis of a Class of Fractional Langevin Equations With the Block-by-Block Method
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摘要: 分数阶Langevin方程有重要的科学意义和工程应用价值,基于经典block-by-block算法,求解了一类含有Caputo导数的分数阶Langevin方程的数值解.Block-by-block算法通过引入二次Lagrange基函数插值,构造出逐块收敛的非线性方程组,通过在每一块耦合求得分数阶Langevin方程的数值解.在0<α<1条件下,应用随机Taylor展开证明block-by-block算法是3+α阶收敛的,数值试验表明在不同α和时间步长h取值下,block-by-block算法具有稳定性和收敛性,克服了现有方法求解分数阶Langevin方程速度慢精度低的缺点,表明block-by-block算法求解分数阶Langevin方程是高效的.
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关键词:
- 分数阶Langevin方程 /
- block-by-block算法 /
- 稳定性 /
- 收敛性 /
- 数值试验
Abstract: The fractional Langevin equation is of great scientific significance and engineering application value. Based on the classical block-by-block method, the numerical solution of a class of fractional Langevin equations with Caputo derivatives was obtained. Through introduction of the quadratic Lagrange basis function interpolation, the block-by-block convergent nonlinear equations were constructed, and the numerical solution of the Langevin equation was obtained by coupling in each block. Under the condition of 0<α<1, the stochastic Taylor expansion was used to prove that the block-by-block method is (3+α)-order convergent. Numerical experiments show that, the block-by-block method is stable and convergent under different values of α and time step h,and overcomes the existing methods’ disadvantages of slow speed and poor accuracy for solving fractional Langevin equations.-
Key words:
- fractional Langevin equation /
- block-by-block method /
- stability /
- convergence /
- numerical experiment
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