1403/01/09
حسین جعفری

حسین جعفری

مرتبه علمی: استاد
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 2466

مشخصات پژوهش

عنوان
A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Fractional calculus, Neutral stochastic delay differential equation, Step-by-step technique, Jacobi collocation scheme, Convergence analysis
سال
2022
مجله JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
شناسه DOI
پژوهشگران ُSeddighe Banihashemi ، Hossein Jafari ، Afshin Babaei

چکیده

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.