مشخصات پژوهش

عنوان	A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Fractional calculus, Neutral stochastic delay differential equation, Step-by-step technique, Jacobi collocation scheme, Convergence analysis
چکیده	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.
پژوهشگران	افشین بابائی (نفر سوم)، حسین جعفری (نفر دوم)، صدیقه بنی هاشمی (نفر اول)