Computational Method for Fractional-Order Stochastic Delay Differential Equations

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Parsa Moghaddam Behrouz; Salamat Mostaghim Zeynab; Hashemi Zadeh Elham Alsaddat

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

Journal Paper

Paper Information

Journal: JOURNAL OF NEW RESEARCHES IN MATHEMATICS Year:2021 | Volume:6 | Issue:26 Page(s): 19-31

Download Full-Text

Persian Verion

View:

375

Download:

Cites:

Information Journal Paper

Title

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Author(s)

Parsa Moghaddam Behrouz | Salamat Mostaghim Zeynab | Hashemi Zadeh Elham Alsaddat | Issue Writer Certificate

Keywords

Fractional calculus

Stochastic calculus

Stochastic delay differential equations

Bilinear spline interpolation

Abstract

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order Stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense. The computational method is based on Bilinear spline interpolation and finite difference approximation. The convergence order of the proposed method investigated in the mean square norm and the accuracy of proposed scheme is analyzed in the perspective of the mean absolute error and experimental convergence order. The proposed method is considered in determining statistical indicators of Gompertzian and Nicholson models. The fractional stochastic delay Gompertzian equation is modeled for describing the growth process of a cancer and the fractional stochastic delay Nicholson equation is formulated for explaining a population dynamics of the well-known Nicholson blowﬂ ies in ecology.

Cites

No record.

References

No record.

Cite

APA: Copy

Parsa Moghaddam, Behrouz, Salamat Mostaghim, Zeynab, & Hashemi Zadeh, Elham Alsaddat. (2021). Computational Method for Fractional-Order Stochastic Delay Differential Equations. JOURNAL OF NEW RESEARCHES IN MATHEMATICS, 6(26 ), 19-31. SID. https://sid.ir/paper/952080/en

Vancouver: Copy

Parsa Moghaddam Behrouz, Salamat Mostaghim Zeynab, Hashemi Zadeh Elham Alsaddat. Computational Method for Fractional-Order Stochastic Delay Differential Equations. JOURNAL OF NEW RESEARCHES IN MATHEMATICS[Internet]. 2021;6(26 ):19-31. Available from: https://sid.ir/paper/952080/en

IEEE: Copy

Behrouz Parsa Moghaddam, Zeynab Salamat Mostaghim, and Elham Alsaddat Hashemi Zadeh, “Computational Method for Fractional-Order Stochastic Delay Differential Equations,” JOURNAL OF NEW RESEARCHES IN MATHEMATICS, vol. 6, no. 26 , pp. 19–31, 2021, [Online]. Available: https://sid.ir/paper/952080/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops