A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay

DOI10.3934/DCDSS.2021025zbMATH Open1492.60208OpenAlexW3139522602WikidataQ114022629 ScholiaQ114022629MaRDI QIDQ2118440FDOQ2118440

Authors: Seddigheh Banihashemi, Hossein Jafaria, Afshin Babaei 

Publication date: 22 March 2022

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2021025

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zbMATH Keywords

error analysisfractional derivativestochastic delay equationstep-by-step methodLegendre collocation scheme

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Functional-differential equations with fractional derivatives (34K37)

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Cited In (14)

• A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
• A numerical method for proportional delay Volterra integral equations
• Geometric properties in Minkowski space-time of spacelike Smarandache curves
• Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation
• Common fixed point of the commutative F-contraction self-mappings
• Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations
• Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial
• Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
• Title not available (Why is that?)
• Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties
• An algorithmic exploration of variable order fractional partial integro-differential equations via hexic shifted Chebyshev polynomials
• A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations
• An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay
• Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme

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