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Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation

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Abstract

The main purpose of this paper is to develop a new method based on operational matrices of the linear cardinal B-spline (LCB-S) functions to numerically solve of the fractional stochastic integro-differential (FSI-D) equations. To reach this aim, LCB-S functions are introduced and their properties are considered, briefly. Then, the operational matrices based on LCB-S functions are constructed, for the first time, including the fractional Riemann-Liouville integral operational matrix, the stochastic integral operational matrix, and the integer integral operational matrix. The main characteristic of the new scheme is to convert the FSI-D equation into a linear system of algebraic equations which can be easily solved by applying a suitable method. Also, the convergence analysis and error estimate of the proposed method are studied and an upper bound of error is obtained. Numerical experiments are provided to show the potential and efficiency of the new method. Finally, some numerical results, for various values of perturbation in the parameters of the main problem are presented which can indicate the stability of the suggested method.

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Acknowledgements

The work of first author was supported by the University of Tabriz, Iran under Grant No. 6898.

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Authors and Affiliations

  1. Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran

    Somayeh Abdi-Mazraeh, Hossein Kheiri & Safar Irandoust-Pakchin

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  1. Somayeh Abdi-Mazraeh
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  2. Hossein Kheiri
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  3. Safar Irandoust-Pakchin
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Correspondence to Safar Irandoust-Pakchin.

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Abdi-Mazraeh, S., Kheiri, H. & Irandoust-Pakchin, S. Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation. J. Appl. Math. Comput. 68, 151–175 (2022). https://doi.org/10.1007/s12190-021-01519-8

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  • DOI: https://doi.org/10.1007/s12190-021-01519-8

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