M\'etodo de Monte Carlo aplicado ao C\'alculo Fracion\'ario

TL;DR

This paper develops a Monte Carlo-based numerical method for solving fractional ordinary differential equations, demonstrating its effectiveness through simulations and comparisons with existing literature.

Contribution

It introduces a novel Monte Carlo approach tailored for fractional differential equations and implements it using Python for numerical analysis.

Findings

Monte Carlo method effectively solves fractional differential equations

Simulation results align with existing mathematical literature

Python implementation demonstrates practical applicability

Abstract

This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the mathematical literature. The Python language is used to create computational models.