A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process
نویسندگان
1 Department of Applied Mathematics, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.
2 Department of Computer Sciences, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.
3 Department of Applied Mathematics, University of Mazandaran, P.O. Box: 47416-95447, Babolsar, Iran.
doi
10.22034/cmde.2020.41130.1784چکیده
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. In the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach.
