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Title
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A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
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Type
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JournalPaper
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Keywords
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Stochastic delay equation (SFE), Fractional derivative, Step-by-step method, Legendre collocation scheme, Error analysis.
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Abstract
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In present work, a step-by-step Legendre collocation method is employed to solve a class of nonlinear fractional stochastic delay differential equations (FSDDEs). The step-by-step method converts the nonlinear FSDDE into a non-delay nonlinear fractional stochastic differential equation (FSDE). Then, a Legendre collocation approach is considered to obtain the numerical solution in each step. By using a collocation scheme, the non-delay nonlinear FSDE is reduced to a nonlinear system. Moreover, the error analysis of this numerical approach is investigated and convergence rate is examined. The accuracy and reliability of this method is shown on three test examples and the effect of different noise measures is investigated. Finally, as an useful application, the proposed scheme is applied to obtain the numerical solution of a stochastic SIRS model.
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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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