Title of article :
Shifted Legendre Tau Method for Solving the Fractional Stochastic Integro-Differential Equations
Author/Authors :
Azimi ، Ruhangiz Adib mazandaran institute of higher education , Mohagheghy Nezhad ، Mostafa Adib mazandaran institute of higher education , Foadian ، Saedeh School of Mathematics and Computer Science - Damghan University
Abstract :
In this paper, the Tau method based on shifted Legendre polynomials is proposed for solving a class of fractional stochastic integro-differential equations. For this purpose, shifted Legendre polynomials and their properties are introduced. By using the operational matrices of integration and stochastic Itointegration we transform the problem into the corresponding linear system of algebraic equations. Finally the efficiency of the proposed method is confirmed by some examples. The results show that this method is very accurate and efficient.
Keywords :
Shifted Legendre polynomials , Fractional stochastic integro-differential equation , Ito integral
Journal title :
Global Analysis and Discrete Mathematics
Journal title :
Global Analysis and Discrete Mathematics