A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order

DOI10.1016/j.cam.2021.113845zbMath1493.65017OpenAlexW3203969913WikidataQ114201971 ScholiaQ114201971MaRDI QIDQ2667122

Afshin Babaei, Seddigheh Banihashemi, Hossein Jafari

Publication date: 24 November 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113845

zbMATH Keywords

convergence analysisfractional calculusneutral stochastic delay differential equationJacobi collocation schemestep-by-step technique

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) 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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ON FRACTAL PATTERNS FOR MULTI-WING HYPERCHAOTIC ATTRACTORS WITH A MIRROR SYMMETRICAL STRUCTURE ⋮ NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ On a class of nonlinear time‐fractional pseudo‐parabolic equations with bounded delay ⋮ Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties

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