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

DOI10.1016/J.CNSNS.2022.106408MaRDI QIDQ2137331zbMATH OpenOpenAlexFDO

Authors 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

(6)

• scientific article; zbMATH DE number 7633977 (Why is no real title available?)
• Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
• 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
• A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
• A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order

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