Evolutionary Computation Technique for Solving Riccati Differential Equation of Arbitrary Order

Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi

Abstract:

In this article an evolutionary technique has been used for the solution of nonlinear Riccati differential equations of fractional order. In this method, genetic algorithm is used as a tool for the competent global search method hybridized with active-set algorithm for efficient local search. The proposed method has been successfully applied to solve the different forms of Riccati differential equations. The strength of proposed method has in its equal applicability for the integer order case, as well as, fractional order case. Comparison of the method has been made with standard numerical techniques as well as the analytic solutions. It is found that the designed method can provide the solution to the equation with better accuracy than its counterpart deterministic approaches. Another advantage of the given approach is to provide results on entire finite continuous domain unlike other numerical methods which provide solutions only on discrete grid of points.

Keywords: Riccati Equation, Non linear ODE, Fractional differential equation, Genetic algorithm.

Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1057977

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