An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations

Authors

  • Elnaz Aryani University of Mazandaran
  • Afshin Babaei University of Mazandaran
  • Ali Valinejad University of Mazandaran

DOI:

https://doi.org/10.30495/jme.v15i0.1924

Keywords:

Modified hat functions, Fractional stochas- tic integro-differential equations, Brownian motion, Caputo derivative, Operational matrix.

Abstract

In this paper, a numerical method based on modified hatfunctions (MHFs) is investigated to find an approximate solution for afractional-order system of stochastic integro-differential equations. Thefractional and stochastic operational matrices of integration of thesefunctions are employed to present the numerical approach. By usingthese operational matrices and properties of MHFs, the considered prob-lem is transformed into a system of algebraic equations which can beeasily solved by an iterative method. Also, error analysis of the pro-posed method is discussed. At the end, the accuracy and effectivenessof this approach are studied by some numerical examples.

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Published

2021-04-29

Issue

Vol. 15

Section

Vol. 15, No. 5, (2021)

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