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Afshin Babaei

Afshin Babaei

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0002-6980-9786
Education: PhD.
ScopusId: https://www.scopus.com/authid/detail.uri?authorId=57188696707
Faculty: Faculty of Mathematical Sciences
Address: Department of Mathematics, Faculty of Mathematical sciences, University of Mazandaran, Babolsar, Iran
Phone: 011-35302418

Research

Title
A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
Type
JournalPaper
Keywords
Fractional calculus, Neutral stochastic delay differential equation, Step-by-step technique, Jacobi collocation scheme, Convergence analysis
Year
2022
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers ُSeddighe Banihashemi ، Hossein Jafari ، Afshin Babaei

Abstract

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.