Please use this identifier to cite or link to this item: http://hdl.handle.net/2080/4491
Title: Jacobi Wavelets Based Solution of Stochastic Fractional Integro-differential Equation
Authors: Gupta, Reema
Chakraverty, S.
Keywords: Fractional stochastic integro-differential equation
Stochastic calculus
Fractional calculus
Itô integral
Brownian motion
Jacobi wavelets
Issue Date: Feb-2024
Citation: Latest Advances in Computational and Applied Mathematics-2024 (LACAM-24), IISER Thiruvananthapuram, Kerala, India, 21-24 February 2024
Abstract: Stochastic fractional integro-differential equations have significant applications across a range of disciplines, encompassing physiology, physics, optics, climatology, biology, and more. This article introduces an innovative approach to address these equations through the presentation of a novel spectral Galerkin method based on shifted Jacobi wavelets. By employing this method, the complex problem of solving stochastic fractional integro-differential equation is converted into a set of nonlinear algebraic equations. These equations are effectively tackled using the Newton method for numerical solutions. In order to demonstrate the viability, credibility, coherence, and dependability of the proposed technique, numerical examples are given. Moreover, a comparative assessment is also conducted between the outcomes of the proposed approach and those yielded by the Chelyshkov wavelet spectral Galerkin method
Description: Copyright belongs to proceeding publisher
URI: http://hdl.handle.net/2080/4491
Appears in Collections:Conference Papers

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