Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks

DOI10.1016/J.CNSNS.2023.107466MaRDI QIDQ6058729zbMATH OpenOpenAlexFDO

Authors P. Rahimkhani

Publication date 1 November 2023

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.2023.107466

zbMATH Keywords

fractional Brownian motionconvergence analysisstochastic differential equationsdeep neural networksfractional-order Genocchi functions

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Stochastic integral equations (60H20)

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Cited in

(2)

• A numerical method for \(\Psi\)-fractional integro-differential equations by Bell polynomials
• Numerical investigation of \(\varPsi\)-fractional differential equations using wavelets neural networks

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