کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5776213 1631970 2017 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
ترجمه فارسی عنوان
حل عددی از معادله انتگرال-دیفرانسیل تقسیم تصادفی با روش همبستگی طیفی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی
Fractional calculus is used to model various different phenomena in nature today. The aim of this paper is to propose the shifted Legendre spectral collocation method to solve stochastic fractional integro-differential equations (SFIDEs). In this approach, we consider the P panels M-point Newton-Cotes rules with M fixed for estimating It ô integrals. The main characteristic of the presented method is that it reduces SFIDEs into a system of algebraic equations. Thus, we can solve the problem by Newton's method. Furthermore, the convergence analysis of the approach is considered. The method is computationally attractive, and numerical examples confirm the validity and efficiency of the proposed method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 321, September 2017, Pages 336-347
نویسندگان
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