Probabilistic solutions of fractional differential and partial differential equations and their Monte Carlo simulations
Dr. E. Suazo University of Texas, Rio Grande Valley Monday, April 3 5:30 p.m. The work in this presentation is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical approach based on Monte Carlo…
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