Fractional discrete Temimi–Ansari method with singular and nonsingular operators: applications to electrical circuits

Abstract

AbstractThe goal of this article is to present a recently developed numerical approach for solving fractional stochastic differential equations with a singular Caputo kernel and a nonsingular Caputo–Fabrizio and Atangana–Baleanu (ABC) kernel. The proposed method is based on the discrete Temimi–Ansari method, which is combined with three different numerical schemes that are appropriate for the new fractional derivative operators. The proposed technique is used to investigate the effects of Gaussian white-noise and Gaussian colored-noise perturbations on the potential source and resistance in fractional stochastic electrical circuits. The proposed method’s robustness and efficiency were demonstrated by comparing its results to those of the stochastic Runge–Kutta method (SRK). The valuable point in this article is that the resulting numerical scheme is able to combine two powerful methods that can be extended into more complex stochastic models. The comparison of different fractional derivatives using Mathematica 12 software has been obtained and the simulation results demonstrate the merit of the contributed method.