4.7 Article

An efficient computational intelligence approach for solving fractional order Riccati equations using ANN and SQP

Journal

APPLIED MATHEMATICAL MODELLING
Volume 39, Issue 10-11, Pages 3075-3093

Publisher

ELSEVIER SCIENCE INC
DOI: 10.1016/j.apm.2014.11.024

Keywords

Riccati equations; Nonlinear systems; Fractional differential equations; Artificial neural networks; Sequential quadratic programming

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A new computational intelligence technique is presented for solution of non-linear quadratic Riccati differential equations of fractional order based on artificial neural networks (ANNs) and sequential quadratic programming (SQP). The power of feed forward ANNs in an unsupervised manner is exploited for mathematical modeling of the equation; training of weights is carried out with an efficient constrained optimization technique based on the SQP algorithm. The proposed scheme is evaluated on two initial value problems of the Riccati fractional order equation with integer and non-integer derivatives. Comparison of results with the exact solution, and with reference numerical methods demonstrates the correctness of the proposed methodology. Performance of the proposed scheme is also validated using results of statistical analysis based on a sufficiently large number of independent runs. (C) 2014 Elsevier Inc. All rights reserved.

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