New Scheme for Estimation of the First and Senior Moment Functions for the Response of Linear Delay Differential System Excited by Additive and Multiplicative Noises

2020 ◽  
Vol 246 (4) ◽  
pp. 525-539
Author(s):  
I. E. Poloskov
2020 ◽  
Vol 12 (6) ◽  
pp. 168781402092211
Author(s):  
Sami Ullah Khan ◽  
Ishtiaq Ali

The numerical techniques are regarded as the backbone of modern research. In literature, the exact solution of time delay differential models are hardly achievable or impossible. Therefore, numerical techniques are the only way to find their solution. In this article, a novel numerical technique known as Legendre spectral collocation method is used for the approximate solution of time delay differential system. Legendre spectral collocation method and their properties are applied to determined the general procedure for solving time delay differential system with detail error and convergence analysis. The method first convert the proposed system to a system of ordinary differential equations and then apply the Legendre polynomials to solve the resultant system efficiently. Finally, some numerical test problems are given to confirm the efficiency of the method and were compared with other available numerical schemes in the literature.


2003 ◽  
Vol 45 (4-5) ◽  
pp. 615-622 ◽  
Author(s):  
Yongrui Duan ◽  
Peng Tian ◽  
Weiping Zhang ◽  
Wei Feng

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