HANDLING SYSTEMS OF FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS USING MODIFIED FRACTIONAL EULER METHOD

Iqbal M. Batiha; Iqbal H. Jebril; Shameseddin Alshorm; Abeer A. Al-Nana; Shawkat Alkhazaleh; Shaher Momani

HANDLING SYSTEMS OF FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS USING MODIFIED FRACTIONAL EULER METHOD

Iqbal M. Batiha, Iqbal H. Jebril, Shameseddin Alshorm, Abeer A. Al-Nana, Shawkat Alkhazaleh, Shaher Momani

Mathematics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

This paper aims to propose a numerical approach to deal with systems of fractional stochastic differential equations. This approach, which is regarded as a modification of the fractional Euler method (FEM), is called the modified fractional Euler method (MFEM). A susceptible infected recovered model (SIR model) is taken into consideration as an example of a system of fractional stochastic differential equations. Such a model is solved with the use of the MFEM in its deterministic and stochastic cases for the purpose of comparing the fulfilled results.

Original language	English
Pages (from-to)	95-105
Number of pages	11
Journal	Global and Stochastic Analysis
Volume	11
Issue number	1
State	Published - Jan 2024

Keywords

Fractional calculus, fractional stochastic differential equations
modified fractional Euler method

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This output contributes to the following UN Sustainable Development Goals (SDGs)

Cite this

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abstract = "This paper aims to propose a numerical approach to deal with systems of fractional stochastic differential equations. This approach, which is regarded as a modification of the fractional Euler method (FEM), is called the modified fractional Euler method (MFEM). A susceptible infected recovered model (SIR model) is taken into consideration as an example of a system of fractional stochastic differential equations. Such a model is solved with the use of the MFEM in its deterministic and stochastic cases for the purpose of comparing the fulfilled results.",

keywords = "Fractional calculus, fractional stochastic differential equations, modified fractional Euler method",

author = "Batiha, \{Iqbal M.\} and Jebril, \{Iqbal H.\} and Shameseddin Alshorm and Al-Nana, \{Abeer A.\} and Shawkat Alkhazaleh and Shaher Momani",

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AU - Batiha, Iqbal M.

AU - Jebril, Iqbal H.

AU - Alshorm, Shameseddin

AU - Al-Nana, Abeer A.

AU - Alkhazaleh, Shawkat

AU - Momani, Shaher

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N2 - This paper aims to propose a numerical approach to deal with systems of fractional stochastic differential equations. This approach, which is regarded as a modification of the fractional Euler method (FEM), is called the modified fractional Euler method (MFEM). A susceptible infected recovered model (SIR model) is taken into consideration as an example of a system of fractional stochastic differential equations. Such a model is solved with the use of the MFEM in its deterministic and stochastic cases for the purpose of comparing the fulfilled results.

AB - This paper aims to propose a numerical approach to deal with systems of fractional stochastic differential equations. This approach, which is regarded as a modification of the fractional Euler method (FEM), is called the modified fractional Euler method (MFEM). A susceptible infected recovered model (SIR model) is taken into consideration as an example of a system of fractional stochastic differential equations. Such a model is solved with the use of the MFEM in its deterministic and stochastic cases for the purpose of comparing the fulfilled results.

KW - Fractional calculus, fractional stochastic differential equations

KW - modified fractional Euler method

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M3 - Article

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SN - 2248-9444

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SP - 95

EP - 105

JO - Global and Stochastic Analysis

JF - Global and Stochastic Analysis

IS - 1

ER -

HANDLING SYSTEMS OF FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS USING MODIFIED FRACTIONAL EULER METHOD

Abstract

Keywords

UN SDGs

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