Shifted Legendre Tau Method for Solving the Fractional Stochastic Integro-Differential Equations

Document Type : Research Paper

Authors

1 Associate Professor, Mathematics and Computer Science Department, Adib mazandaran institute of higher education, Sari, Iran

2 Associate Professor,Mathematica and Computer Science Department, Adib mazandaran institute of higher education, Sari, Iran

3 School of Mathematics and Computer Science, Damghan University, Damghan, Iran

Abstract

‎In this paper‎, ‎the Tau method based on shifted Legendre polynomials is proposed for solving a class of fractional stochastic integro-differential equations‎. ‎For this purpose‎, ‎shifted Legendre polynomials and their properties are introduced‎. ‎By using the operational matrices of integration and stochastic Ito-integration we transform the problem into the corresponding linear system of algebraic equations‎. ‎Finally the efficiency of the proposed method is confirmed by some examples‎. ‎The results show that this method is very accurate and efficient‎.

Keywords

References

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Analytical and Numerical Solutions for Nonlinear Equations
Volume 6, Issue 2
November 2021
Pages 221-241

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History

  • Receive Date: 13 January 2022
  • Revise Date: 14 February 2022
  • Accept Date: 23 February 2022

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