Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion

DOI10.1016/j.cnsns.2020.105346OpenAlexW3026476270MaRDI QIDQ2208164

Nasrin Samadyar, Farshid Mirzaee, Yadollah Ordokhani

Publication date: 23 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105346

zbMATH Keywords

evolution equationstochastic differential equationserror analysishybrid functionsoperational matrix methodfractional Brownian motion process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

Taylor collocation method for a system of nonlinear Volterra delay integro-differential equations with application to COVID-19 epidemic ⋮ A computational approach for solving fractional Volterra integral equations based on two-dimensional Haar wavelet method ⋮ Time–space Jacobi pseudospectral simulation of multidimensional Schrödinger equation ⋮ A numerical scheme based on Gegenbauer wavelets for solving a class of relaxation-oscillation equations of fractional order ⋮ A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion ⋮ Reconstruction of a time‐dependent coefficient in nonlinear Klein–Gordon equation using Bernstein spectral method ⋮ Fractional view of heat‐like equations via the Elzaki transform in the settings of the Mittag–Leffler function ⋮ Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations ⋮ Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions ⋮ Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties

Cites Work

• Numerical solution for the variable order linear cable equation with Bernstein polynomials
• Laguerre polynomial approach for solving Lane-Emden type functional differential equations
• A new formula for fractional integrals of Chebyshev polynomials: application for solving multi-term fractional differential equations
• Delta basis functions and their applications to systems of integral equations
• Hybrid functions approach for nonlinear constrained optimal control problems
• Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions
• Comparison of homotopy analysis method and homotopy perturbation method through an evolution equation
• Numerical solution of nonlinear fuzzy Fredholm integral equations of the second kind using hybrid of block-pulse functions and Taylor series
• Numerical solution of evolution equations by the Haar wavelet method
• Numerical solutions of optimal control for time delay systems by hybrid of block-pulse functions and Legendre polynomials
• Numerical solution via Laplace transforms of a fractional order evolution equation
• Numerical solutions of nonlinear evolution equations using variational iteration method
• Numerical solutions of integrodifferential systems by hybrid of general block-pulse functions and the second Chebyshev polynomials
• Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions.
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• A collocation approach to solving the model of pollution for a system of lakes
• Application of hat basis functions for solving two-dimensional stochastic fractional integral equations
• Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
• Erratum to: ``Numerical solution of linear Fredholm integral equation by using hybrid Taylor and block-pulse functions
• The construction of operational matrix of fractional integration using triangular functions
• Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
• Retracted: Solution of nonlinear Fredholm integro-differential equations using a hybrid of block pulse functions and normalized Bernstein polynomials
• Wavelets Galerkin method for solving stochastic heat equation
• Application of new basis functions for solving nonlinear stochastic differential equations
• Parameter identification of linear multi-delay systems via a hybrid of block-pulse functions and Taylor’s polynomials
• On the numerical solution of stochastic quadratic integral equations via operational matrix method
• A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli’s approximation
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions
• Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay

This page was built for publication: Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion