A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process

Document Type : Research Paper

Authors

1 Department of Applied Mathematics, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.

2 Department of Computer Sciences, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.

Abstract

This paper deals with the numerical solution of nonlinear fractional stochastic integro-differential equations with the n-dimensional Wiener process. A new computational method is employed to approximate the solution of the considered problem. This technique is based on the modified hat functions, the Caputo derivative, and a suitable numerical integration rule. Error estimate of the method is investigated in detail. In the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach. 

Keywords

References

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Computational Methods for Differential Equations
Volume 10, Issue 1
January 2022
Pages 61-76

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History

  • Receive Date: 04 August 2020
  • Revise Date: 11 December 2020
  • Accept Date: 21 December 2020

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