Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme

Lingyun He, Seddigheh Banihashemi, Hossein Jafari and Afshin Babaei

Chaos, Solitons & Fractals, 2021, vol. 149, issue C

Abstract: In this article, a step-by-step collocation approach based on the shifted Legendre polynomials is presented to solve a fractional order system of nonlinear stochastic differential equations involving a constant delay. The problem is considered with suitable initial condition and the fractional derivative is in the Caputo sense. With a step-by-step process, first, the considered problem is converted into a non-delay fractional order system of nonlinear stochastic differential equations in each step and then, a shifted Legendre collocation scheme is introduced to solve this system. By collocating the obtained residual at the shifted Legendre points, we get a nonlinear system of equations in each step. The convergence analysis and rate of convergence of the proposed method are investigated . Finally, three test examples are provided to affirm the accuracy of this technique in the presence of different noise measures.

Keywords: Fractional calculus; Stochastic delay system; Step-by-step method; Legendre collocation scheme; Convergence analysis (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077921003726
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:149:y:2021:i:c:s0960077921003726

DOI: 10.1016/j.chaos.2021.111018

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().