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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
Numerical Solution for a Class of Time-Fractional Stochastic Delay Differential Equations with Fractional Brownian Motion
Type
JournalPaper
Keywords
Stochastic delay differential equation, Fractional Brownian motion, Step-by-step scheme, Jacobi collocation technique, Convergence analysis.
Year
2021
Journal journal of mathematical extension
DOI
Researchers ُSeddighe Banihashemi ، Hossein Jafari ، Afshin Babaei

Abstract

In this article, a numerical scheme is proposed to solve a class of time-fractional stochastic delay differential equations (TFSDDEs) with fractional Brownian motion (fBm). First, we convert the TFSDDE into a non-delay equation by using a step-by-step scheme. Then, by applying a collocation method based on Jacobi polynomials (JPs) in each step, the non-delay equation is reduced to a nonlinear system of algebraic equations. The convergence analysis of the presented scheme is evaluated. Finally, two numerical test examples are presented to highlight the applicability and efficiency of the investigated method.