Framework for Solving Fractional Stochastic Integral-Differential Equations

2025/05/18 by Birgani, O. T., Peters, J. F., Kouhkani, S.
#FOS: Mathematics #General Mathematics (math.GM)

paper · doi:10.48550/arxiv.2506.00017

Abstract

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based on 2-dimensional shifted Legendre polynomials. By using operational matrices, an fsDE is converted into a matrix form and the numerical solution of the represented motion system is then found.

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