An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays

DOI10.1016/j.cnsns.2022.106408zbMath1486.65006OpenAlexW4225532927MaRDI QIDQ2137331

Yanyan Li

Publication date: 16 May 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2022.106408

zbMATH Keywords

error analysiscollocation techniquemixed delaysfractional stochastic systemLegendre polynomials (LPs)stepwise scheme

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Functional-differential equations with fractional derivatives (34K37)

Related Items

Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• \(p\)th moment stability of impulsive stochastic delay differential systems with Markovian switching
• Dissipativity theory and applications of nonlinear stochastic systems with Markov jump and Lévy noise
• Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
• Asymptotic behavior of a stochastic delayed HIV-1 infection model with nonlinear incidence
• Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay
• A numerical approach for solving fractional optimal control problems using modified hat functions
• Thresholds for extinction and proliferation in a stochastic tumour-immune model with pulsed comprehensive therapy
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
• An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay
• Numerical solution of a class of third-kind Volterra integral equations using Jacobi wavelets
• Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation
• Legendre wavelet collocation method combined with the Gauss-Jacobi quadrature for solving fractional delay-type integro-differential equations
• Numerical solution of stochastic fractional differential equations
• A new stochastic formulation of a population growth problem
• Dynamic Stochastic Inventory Management with Reference Price Effects
• Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel
• Finite element and difference approximation of some linear stochastic partial differential equations
• Numerical solutions of stochastic Fisher equation to study migration and population behavior in biological invasion
• A Stochastic Optimal Control Model for BCG Immunotherapy in Superficial Bladder Cancer
• Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay
• STABILITY OF STOCHASTIC DELAYED SIR MODEL
• Spectral Methods
• Stochastic differential equations. An introduction with applications.