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

DOI10.1016/J.CNSNS.2022.106408zbMATH Open1486.65006OpenAlexW4225532927MaRDI QIDQ2137331FDOQ2137331

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 analysismixed delayscollocation techniquefractional 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)

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Cited In (2)

• Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
• Title not available (Why is that?)

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