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A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process | ||
| Computational Methods for Differential Equations | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 16 دی 1399 اصل مقاله (476.64 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2020.41130.1784 | ||
| نویسندگان | ||
Elnaz Aryani1؛ Afshin Babaei  2؛ Ali Valinejad3
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| 1Department of Mathematics, University of Mazandaran, Babolsar, Iran. | ||
| 2Department of Mathematics, Faculty of Mathematical sciences, University of Mazandaran, Babolsar, Iran. | ||
| 3Department of Computer sciences, Faculty of Mathematical sciences, University of Mazandaran, 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. At 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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آمار تعداد مشاهده مقاله: 101 تعداد دریافت فایل اصل مقاله: 63 |
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