A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order

被引：16
作者：
Banihashemi, S. [1 ]
Jafari, H. [1 ,2 ,3 ,4 ]
Babaei, A. [1 ]
机构：
[1] Univ Mazandaran, Dept Appl Math, Babolsar, Iran
[2] Univ South Africa, Dept Math Sci, UNISA0003, Pretoria, South Africa
[3] China Med Univ, China Med Univ Hosp, Dept Med Res, Taichung 110122, Taiwan
[4] Azerbaijan Univ, Dept Math & Informat, Jeyhun Hajibeyli 71, AZ-1007 Baku, Azerbaijan
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2022年 / 403卷
关键词：
Fractional calculus; Neutral stochastic delay differential equation; Step-by-step technique; Jacobi collocation scheme; Convergence analysis; OPERATIONAL MATRIX; MODEL;
D O I：
10.1016/j.cam.2021.113845
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, a step-by-step collocation technique based on the Jacobi polynomials is considered to solve a class of neutral delay fractional stochastic differential equations (NDFSDEs). First, we convert the NDFSDE into a non-delay equation by applying a stepby-step method. Then, by using a Jacobi collocation technique in each step, a non-delay nonlinear system is obtained. The convergence analysis of this numerical technique is discussed. Finally, several examples are implemented to confirm the efficiency and effectiveness of the proposed method. (c) 2021 Elsevier B.V. All rights reserved.
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页数：12
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