Numerical analysis of a coupled system for fractional stochastic differential equations


Ali A., Bayes A., Ali Z., Shah K., Abdeljawad T., Naseralla K.

Boundary Value Problems, cilt.2025, sa.1, 2025 (SCI-Expanded, Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 2025 Sayı: 1
  • Basım Tarihi: 2025
  • Doi Numarası: 10.1186/s13661-025-02158-9
  • Dergi Adı: Boundary Value Problems
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, MathSciNet, zbMATH, Directory of Open Access Journals
  • Anahtar Kelimeler: Coupled system, Fractional stochastic differential equations, Generalized Taylor series, Three points fractional formula
  • İstanbul Gelişim Üniversitesi Adresli: Hayır

Özet

The coupled nature of a dynamical system and fractional derivatives has highly significant to observed complex behaviors of real-world problem, especially including randomness and sudden fluctuations. To model the nature of such a complicated situation and gets the most reliable approximations for it solutions, one needs suitable numerical algorithms. Keeping these important aspects in-view, this work investigates a coupled system of fractional stochastic differential equations (FSDEs) from numerical point of view. The primary focus of this current research work has to develop a novel three point central fractional formula (TPCFF) and modified TPCFF (MTPCFF) for the approximate solutions of proposed coupled system of FSDEs. To establishes the aforementioned numerical schemes, this study utilized the tools of generalized Taylor series in sense of non-singular Caputo-Fabrizio fractional operator. To check the validity of established scheme, we present some illustrative examples to demonstrate the reliability of proposed numerical schemes. For the graphical visualization of obtained approximate solution of a considered system of FSDEs, we have used the tools of Matlab.