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A numerical simulation of non-linear stochastic Itô-Volterra integral equations driven by multi- fractional Gaussian noise

Publication Type : Journal Article

Source : Materials Today: Proceedings, In press, 2023.

Url : https://www.sciencedirect.com/science/article/abs/pii/S221478532300353X

Campus : Chennai

School : School of Engineering

Department : Department of Sciences

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 : S. Singh, D Chaudhary, M K Gola, Muskan, Priyadharshini A R and Krithika S, "A numerical simulation of non-linear stochastic Itô-Volterra integral equations driven by multi- fractional Gaussian noise”, Materials Today: Proceedings, In press, 2023.

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