Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:366

Article

Mirzaee, Farshid¹  Alipour, Sahar¹ 

[1] Malayer Univ, Fac Math Sci & Stat, POB 65719-95863, Malayer, Iran

关键词: Stochastic integral equations;    Fractional integro-differential equation;    Collocation method;    Cubic B-spline functions;    Error analysis;   

DOI  :  10.1016/j.cam.2019.112440

来源: Elsevier

【 摘 要 】

In this paper, the cubic B-spline collocation method is used for solving the stochastic integro-differential equation of fractional order. we show that stochastic integro-differential equation of fractional order is equivalent to a modified stochastic integral equation. Then we apply the proposed method to obtain a numerical scheme of the modified stochastic integral equation. Using this method, the problem solving turns into a linear system solution of equations. Also, the convergence analysis of this numerical approach has been discussed. In the end, examples are given to test the accuracy and the implementation of the method. The results are compared with the results obtained by other methods to verify that this method is accurate and efficient. (C) 2019 Elsevier B.V. All rights reserved.

【 授权许可】

Free