Publication Type : Journal Article
Publisher : Elsevier BV
Source : Materials Today: Proceedings
Url : https://doi.org/10.1016/j.matpr.2023.01.263
Keywords : Bernstein polynomials, Multi fractional Brownian motion, Stochastic Integral Equation, Itô integral
Campus : Chennai
School : School of Engineering
Year : 2023
Abstract : In this article, a discussion about stochastic integral equations driven by multi-fractional Gaussian (MFGN) noise has been done which determines the stochastic solutions to fundamental equations to the study of diffusion dynamics in vibrated granular systems. A Bernstein polynomials (BP) approach has been implemented to find an approximation of the stochastic integral equations under study which is efficient and has less computational cost. An example based on the integral equation has been solved to further more establish the efficiency of the polynomial scheme.
Cite this Research Publication : Soumyendra Singh, Dharminder Chaudhary, Mayank Kumar Gola, Muskan, Priyadharshini A R, Krithika S, A numerical simulation of non-linear stochastic Itô-Volterra integral equations driven by multi- fractional Gaussian noise, Materials Today: Proceedings, Elsevier BV, 2023, https://doi.org/10.1016/j.matpr.2023.01.263