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Title Numerical solution of stochastic fractional integro-di erential/ It^o-Volterra integral equations via fractional Genocchi wavelets
Type JournalPaper
Keywords Fractional-order Genocchi wavelets, Fractional stochastic integro-di erential equations, Laplace transform, Convergence analysis.
Abstract In this research, a novel approach based on the fractional-order Genocchi wavelets (FGWs), inverse hyperbolic functions, and collocation technique is introduced for obtaining numerical solutions of stochastic fractional integro- di erential equations (SFIDEs) and It^o-Volterra integral equations (IVIEs). Initially, we utilize the Laplace trans- form approach to approximate the Caputo fractional derivative. Then, the unknown solution is approximated via combination of the FGWs and inverse hyperbolic functions. We replace this approximation and its derivatives into the resulting stochastic equation (SE). By the Gauss-Legendre quadrature rule (GLQR) and collocation method, we achieve a system of nonlinear algebraic equations. The derived algebraic system can be readily solved through application of Newton's iterative scheme. Also, we show the convergence of the mentioned scheme. Ultimately, several test problems are examined to demonstrate the applicability and e ectiveness of the suggested technique.
Researchers Pedro M Lima (Third Researcher), Yadollah Ordokhani (Second Researcher), Parisa Rahimkhani (First Researcher)