Work

Efficient Solutions for Stochastic Fractional Differential Equations with a Neutral Delay Using Jacobi Poly-Fractonomials

Year: 2024

Type: article

Abstract: This paper introduces a novel numerical technique for solving fractional stochastic differential equations with neutral delays. The method employs a stepwise collocation scheme with Jacobi poly-fractonomials to consider unknown stochastic processes. For this purpose, the delay differential equations are transformed into augmented ones without delays. This transformation makes it possible to use a collocation scheme improved with Jacobi poly-fractonomials to solve the changed equations repeatedly. At each iteration, a system of nonlinear equations is generated. Next, the convergence properties of the proposed method are rigorously analyzed. Afterward, the practical utility of the proposed numerical technique is validated through a series of test examples. These examples illustrate the method’s capability to produce accurate and efficient solutions.

Source: Mathematics

DOI: 10.3390/math12203273

Authors: Afshin Babaei, Sedigheh Banihashemi, Behrouz Parsa Moghaddam, Arman Dabiri, Alexandra Galhano

Institutions: University of Mazandaran, Islamic Azad University, Tehran, Islamic Azad University, Lahijan Branch, Southern Illinois University Edwardsville, Universidade Lusófona do Porto, Lusíada University of Porto

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,955

OpenAlex ID: W4403603100

FWCI: 1.152

Cites: 42

Cited by: 3

Related to: 10