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Numerical Analysis and Applications

2025 year, number 1

The second Chebyshev wavelets for solving the fractional Langevin equation

Esmail Bargamadi, Leila Torkzadeh, Kazem Nouri
Semnan University, Semnan, Iran
Keywords: fractional Langevin equation, second Chebyshev wavelet, operational matrix of fractional-order integration

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 method's efficiency through a few numerical examples is evaluated.