Computational Method for Fractional-Order Stochastic Delay Differential Equations

Subject Areas : Statistics

Behrouz  Parsa Moghaddam ¹ () Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran)
Zeynab  Salamat Mostaghim ² (Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran)
Elham Alsaddat  Hashemi Zadeh ³ (Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran)

Received: 2019-01-04 Accepted : 2019-11-03 Published : 2020-10-22

Keywords: حسابان تصادفی, درونیابی اسپلاین دو خطی, حسابان کسری, معادلات دیفرانسیل تصادفی تأخیری,

Abstract :

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense. The computational method is based on bilinear spline interpolation and finite difference approximation. The convergence order of the proposed method investigated in the mean square norm and the accuracy of proposed scheme is analyzed in the perspective of the mean absolute error and experimental convergence order. The proposed method is considered in determining statistical indicators of Gompertzian and Nicholson models. The fractional stochastic delay Gompertzian equation is modeled for describing the growth process of a cancer and the fractional stochastic delay Nicholson equation is formulated for explaining a population dynamics of the well-known Nicholson blowflies in ecology.

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