Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method

Singh, Abhishek Kumar; Mehra, Mani

The paper aims to present an efficient numerical scheme to quantify the uncertainty in the solution of stochastic fractional integro-differential equations. The numerical scheme presented here is based on Legendre wavelets combined with block pulse functions using their deterministic and stochastic operational matrix of integration. The operational matrices are utilized to convert the stochastic fractional integro-differential equation to a linear system of algebraic equation. Finally, the accuracy and efficiency of the proposed scheme are investigated through numerical experiments.