求解n维Wiener过程的非线性分数阶随机积分微分方程的一种数值方法

IF 1.1 Q2 MATHEMATICS, APPLIED
Elnaz Aryani, A. Babaei, Ali Valinejad
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引用次数: 2

摘要

本文研究具有n维Wiener过程的非线性分数阶随机积分微分方程的数值解。采用一种新的计算方法来逼近所考虑问题的解。该技术基于修正的hat函数、Caputo导数和适当的数值积分规则。详细研究了该方法的误差估计。最后,举例说明了该方法的有效性和有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process
This paper deals with the numerical solution of nonlinear fractional stochastic integro-differential equations with the n-dimensional Wiener process. A new computational method is employed to approximate the solution of the considered problem. This technique is based on the modified hat functions, the Caputo derivative and a suitable numerical integration rule. Error estimate of the method is investigated in detail. At the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach.
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来源期刊
CiteScore
2.20
自引率
27.30%
发文量
0
审稿时长
4 weeks
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