A SPECTRAL COLLOCATION METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS

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TAHERI Z.; BABOLIAN E.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Seminar Paper

Paper Information

Seminar: ANNUAL IRANIAN MATHEMATICS CONFERENCE
Year:2016 | Issue:47

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Title

A SPECTRAL COLLOCATION METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS

Author(s)

TAHERI Z. | BABOLIAN E. | Issue Writer Certificate

Keywords

STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS (SFDES)

LEGENDRE SPECTRAL COLLOCATION METHOD

GAUSS TYPE QUADRATURE

Abstract

NOWADAYS, FRACTIONAL CALCULUS IS USED TO MODEL VARIOUS DIFFERENT PHENOMENA IN NATURE. THEPURPOSE OF THIS PAPER IS TO PROPOSE THE SPECTRAL COLLOCATION METHOD TO SOLVE STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS (SFDES). THE PROPOSED APPROACH IS DIFFERENT FROM OTHER NUMERICAL TECHNIQUES AS WE CONSIDER THE LEGENDRE GAUSS TYPE QUADRATURE FOR ESTIMATING ITÔ INTEGRALS. THE MAIN CHARACTERISTIC OF THE PRESENTED METHOD IS THAT IT REDUCES SFDES INTO A SYSTEM OF ALGEBRAIC EQUATIONS. FINALLY, NUMERICAL EXAMPLES SHOW THE EFFICIENCY OF THE PROPOSED METHOD.

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APA: Copy

TAHERI, Z., & BABOLIAN, E.. (2016). A SPECTRAL COLLOCATION METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS. ANNUAL IRANIAN MATHEMATICS CONFERENCE. SID. https://sid.ir/paper/947667/en

Vancouver: Copy

TAHERI Z., BABOLIAN E.. A SPECTRAL COLLOCATION METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS. 2016. Available from: https://sid.ir/paper/947667/en

IEEE: Copy

Z. TAHERI, and E. BABOLIAN, “A SPECTRAL COLLOCATION METHOD FOR SOLVING STOCHASTIC FRACTIONAL DIFFERENTIAL EQUATIONS,” presented at the ANNUAL IRANIAN MATHEMATICS CONFERENCE. 2016, [Online]. Available: https://sid.ir/paper/947667/en

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