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On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations

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  • Masti, I.
  • Sayevand, K.

Abstract

In recent years, as detailed in several monographs, derivations of the fractional differential equations and fractional integral equations are based on random functional or stochastic equations, with the output that physical interpretation of the resulting fractional derivatives and fractional integrals has been elusive. In many different sciences and problems such as biological systems, environmental quality and natural resources engineering, and so on, stochastic equations and in some cases random functional have appeared. Despite the widespread use of stochastic fractional integro-differential equations (SFIDE), the analytical solution of this equation is not easy and in some cases it is impossible. Therefore, the existence of an efficient and appropriate numerical method can solve this problem.

Suggested Citation

  • Masti, I. & Sayevand, K., 2024. "On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 216(C), pages 263-287.
    • Handle: RePEc:eee:matcom:v:216:y:2024:i:c:p:263-287
    DOI: 10.1016/j.matcom.2023.09.013
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    References listed on IDEAS

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    1. Fathalla A. Rihan & Chinnathambi Rajivganthi & Palanisamy Muthukumar, 2017. "Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control," Discrete Dynamics in Nature and Society, Hindawi, vol. 2017, pages 1-11, June.
    2. Umberto Picchini & Andrea De Gaetano & Susanne Ditlevsen, 2010. "Stochastic Differential Mixed‐Effects Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(1), pages 67-90, March.
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