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فهرست نشریات دارای اعتبار وزارت علوم، تحقیقات و فناوری
پایگاه استنادی علوم جهان اسلام (ISC)

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Aryani, Elnaz, Babaei, Afshin, Valinejad, Ali. (1400). A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process. سامانه مدیریت نشریات علمی, 10(1), 61-76. doi: 10.22034/cmde.2020.41130.1784
Elnaz Aryani; Afshin Babaei; Ali Valinejad. "A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process". سامانه مدیریت نشریات علمی, 10, 1, 1400, 61-76. doi: 10.22034/cmde.2020.41130.1784
Aryani, Elnaz, Babaei, Afshin, Valinejad, Ali. (1400). 'A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process', سامانه مدیریت نشریات علمی, 10(1), pp. 61-76. doi: 10.22034/cmde.2020.41130.1784
Aryani, Elnaz, Babaei, Afshin, Valinejad, Ali. A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process. سامانه مدیریت نشریات علمی, 1400; 10(1): 61-76. doi: 10.22034/cmde.2020.41130.1784

A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process

Computational Methods for Differential Equations
مقاله 5، دوره 10، شماره 1، فروردین 2022، صفحه 61-76    اصل مقاله (388.79 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22034/cmde.2020.41130.1784
نویسندگان
Elnaz Aryani1؛ Afshin Babaei* 1؛ Ali Valinejad2
1Department of Applied Mathematics, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.
2Department of Computer Sciences, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.
چکیده
This paper deals with the numerical solution of nonlinear fractional stochastic integro-differential equations with the n-dimensional Wiener process. A new computational method is employed to approximate the solution of the considered problem. This technique is based on the modified hat functions, the Caputo derivative, and a suitable numerical integration rule. Error estimate of the method is investigated in detail. In the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach. 
کلیدواژه‌ها
Stochastic process؛ Brownian motion؛ Caputo’s derivative؛ Modified hat functions, Error estimate
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