Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method

The paper aims to present an efficient numerical scheme to quantify the uncertainty in the solution of stochastic fractional integro-differential equations. The numerical scheme presented here is based on Legendre wavelets combined with block pulse functions using their deterministic and stochastic...

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Detalles Bibliográficos
Autores principales: Singh, Abhishek Kumar, Mehra, Mani
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7302819/
http://dx.doi.org/10.1007/978-3-030-50417-5_5
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author Singh, Abhishek Kumar
Mehra, Mani
author_facet Singh, Abhishek Kumar
Mehra, Mani
author_sort Singh, Abhishek Kumar
collection PubMed
description The paper aims to present an efficient numerical scheme to quantify the uncertainty in the solution of stochastic fractional integro-differential equations. The numerical scheme presented here is based on Legendre wavelets combined with block pulse functions using their deterministic and stochastic operational matrix of integration. The operational matrices are utilized to convert the stochastic fractional integro-differential equation to a linear system of algebraic equation. Finally, the accuracy and efficiency of the proposed scheme are investigated through numerical experiments.
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spelling pubmed-73028192020-06-19 Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method Singh, Abhishek Kumar Mehra, Mani Computational Science – ICCS 2020 Article The paper aims to present an efficient numerical scheme to quantify the uncertainty in the solution of stochastic fractional integro-differential equations. The numerical scheme presented here is based on Legendre wavelets combined with block pulse functions using their deterministic and stochastic operational matrix of integration. The operational matrices are utilized to convert the stochastic fractional integro-differential equation to a linear system of algebraic equation. Finally, the accuracy and efficiency of the proposed scheme are investigated through numerical experiments. 2020-06-15 /pmc/articles/PMC7302819/ http://dx.doi.org/10.1007/978-3-030-50417-5_5 Text en © Springer Nature Switzerland AG 2020 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Article
Singh, Abhishek Kumar
Mehra, Mani
Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title_full Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title_fullStr Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title_full_unstemmed Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title_short Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method
title_sort uncertainty quantification in fractional stochastic integro-differential equations using legendre wavelet collocation method
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7302819/
http://dx.doi.org/10.1007/978-3-030-50417-5_5
work_keys_str_mv AT singhabhishekkumar uncertaintyquantificationinfractionalstochasticintegrodifferentialequationsusinglegendrewaveletcollocationmethod
AT mehramani uncertaintyquantificationinfractionalstochasticintegrodifferentialequationsusinglegendrewaveletcollocationmethod

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