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Title
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A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
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Type
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JournalPaper
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Keywords
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Fractional calculus, Neutral stochastic delay differential equation, Step-by-step technique, Jacobi collocation scheme, Convergence analysis
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Abstract
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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.
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Researchers
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Afshin Babaei (Third Researcher), Hossein Jafari (Second Researcher), ُSeddighe Banihashemi (First Researcher)
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