عنوان
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Efficient Solutions for Stochastic Fractional Differential Equations with a Neutral Delay Using Jacobi Poly-Fractonomials
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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fractional neutral stochastic differential equations, Caputo fractional derivative, time-varying delay, iterative collocation method, Jacobi poly-fractonomials, numerical solution
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چکیده
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This paper introduces a novel numerical technique for solving fractional stochastic differential equations with neutral delays. The method employs a stepwise collocation scheme with Jacobi poly-fractonomials to consider unknown stochastic processes. For this purpose, the delay differential equations are transformed into augmented ones without delays. This transformation makes it possible to use a collocation scheme improved with Jacobi poly-fractonomials to solve the changed equations repeatedly. At each iteration, a system of nonlinear equations is generated. Next, the convergence properties of the proposed method are rigorously analyzed. Afterward, the practical utility of the proposed numerical technique is validated through a series of test examples. These examples illustrate the method’s capability to produce accurate and efficient solutions.
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پژوهشگران
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الکساندرا گالیانو (نفر پنجم)، آرمان دبیری (نفر چهارم)، بهروز پارسا مقدم (نفر سوم)، صدیقه بنی هاشمی (نفر دوم)، افشین بابائی (نفر اول)
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