An efficient numerical method for solving time-fractional differential equations using least squares support vector regression

Document Type : Research Article

Authors

1 Department of Applied Mathematics, Faculty of Mathematics and Computer Sciences, Amirkabir University of Technology (Tehran Polytechnic), No. 424, Hafez Ave., Tehran 15914, Iran

2 Department of Mathematics, Faculty of Basic Sciences, Imam Ali University, Tehran, Iran

Abstract

In this paper, a numerical method is developed for solving time-fractional differential equations. By applying the weighted and shifted Grünwald-Letnikov approximation, the time-fractional diffusion equation is transformed into a semi-discrete scheme. Subsequently, least squares support vector regression (LS-SVR) and spectral methods are applied to solve the resulting semi-discrete scheme. The collocation LS-SVR approach is proposed for training the network. The resulting optimization problem is subsequently simplified to a linear system.

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