نوع مقاله : مقاله پژوهشی
عنوان مقاله English
نویسندگان English
In this paper, a numerical method based on cubic hat functions is presented for solving a class of fractional stochastic integro-differential equations driven by multidimensional fractional Brownian motion with Hurst parameter $ H \in \left(\frac{1}{2} , 1\right) $.The fractional derivative is considered in the Caputo sense. First, an approximation of the Caputo derivative of the unknown function with unknown coefficients is constructed based on the basis functions. Then, using this approximation and the properties of the Caputo derivative and the Riemann-Liouville integral, approximations for the solution and other functions appearing in the equation are introduced. By substituting these approximations into the equation and using suitable nodal points along with a backward approximation for simulating the fractional Gaussian noise, the original equation is transformed into a system of algebraic equations. Due to the properties of the cubic hat functions and their operational matrix of integration, the resulting system has low computational complexity. Solving this system yields an approximation of the solution to the original problem. Furthermore, the error analysis of the proposed method is investigated. Finally, several numerical examples are provided to confirm the efficiency of the proposed method.
کلیدواژهها English