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