مشخصات پژوهش

صفحه نخست /A numerical technique for ...
عنوان A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها Stochastic process; Brownian motion; Caputo’s derivative; Modified hat functions, Error estimate.
چکیده his 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.
پژوهشگران علی ولی نژاد (نفر سوم)، افشین بابائی (نفر دوم)، الناز آریانی (نفر اول)