A Numerical Algorithm for Solving Nonlocal Nonlinear Stochastic Delayed Systems with Variable-Order Fractional Brownian Noise

Abstract

A numerical technique was developed for solving nonlocal nonlinear stochastic delayed differential equations driven by fractional variable-order Brownian noise. Error analysis of the proposed technique was performed and discussed. The method was applied to the nonlocal stochastic fluctuations of the human body and the Nicholson’s blowfly models, and its accuracy and computational time were assessed for different values of the nonlocal order parameters. A comparison with other techniques available in the literature revealed the effectiveness of the proposed scheme.