شماره ركورد كنفرانس :
3503
عنوان مقاله :
A spectral collocation method for solving stochastic fractional differential equations
Author/Authors :
Z. Taheri Kharazmi University , E. Babolian Kharazmi University
كليدواژه :
(stochastic fractional differential equations (SFDEs , Legendre spectral collocation method , Gauss type quadrature
سال انتشار :
شهريور 1395
عنوان كنفرانس :
چهل و هفتمين كنفرانس رياضي ايران
زبان مدرك :
انگليسي
چكيده لاتين :
Nowadays, fractional calculus is used to model various different phenomena in nature. The purpose of this paper is to propose the spectral collocation method to solve stochastic fractional differential equations (SFDEs). The proposed approach is different from other numerical techniques as we consider the Legendre Gauss type quadrature for estimating Itô integrals. The main characteristic of the presented method is that it reduces SFDEs into a system of algebraic equations. Finally, numerical examples show the efficiency of the proposed method.
كشور :
ايران
تعداد صفحه 2 :
4
از صفحه :
1
تا صفحه :
4
لينک به اين مدرک :
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