مشخصات پژوهش

عنوان	Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Fractional calculus,Stochastic delay system, Step-by-step method, Legendre collocation scheme, Convergence analysis
چکیده	In this article, a step-by-step collocation approach based on the shifted Legendre polynomials is presented to solve a fractional order system of nonlinear stochastic differential equations involving a constant delay. The problem is considered with suitable initial condition and the fractional derivative is in the Caputo sense. With a step-by-step process, first, the considered problem is converted into a non-delay fractional order system of nonlinear stochastic differential equations in each step and then, a shifted Legendre collocation scheme is introduced to solve this system. By collocating the obtained residual at the shifted Legendre points, we get a nonlinear system of equations in each step. The convergence analysis and rate of convergence of the proposed method are investigated . Finally, three test examples are provided to affirm the accuracy of this technique in the presence of different noise measures.
پژوهشگران	حسین جعفری (نفر سوم)، افشین بابائی (نفر چهارم)، صدیقه بنی هاشمی (نفر دوم)، لینجیون هی (نفر اول)