Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations

Abstract

In this paper, the one- and two-dimensional stochastic multi-order fractional diffusion-wave equations are introduced and a collocation procedure based on the shifted Jacobi polynomials is established to find their numerical solutions. Through this way, some operational matrices regarding classical and stochastic integrals as well as fractional and classical differentiations of these polynomials, are obtained. By representing the problem solution using an expansion of these polynomials (in which the coefficients of the expansion are unknown) and substituting it into the first problem, as well as by employing the obtained operational matrices, a system containing algebraic equations is obtained. Eventually, the coefficients of expansion and subsequently the solution of the original problem are found by solving this system. The correctness of the procedure is studied by solving four examples.