Chaos, Solitons and Fractals 163 (2022) 112570

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Chaos, Solitons and Fractals

journal homepage: www.elsevier.com/locate/chaos

Chelyshkov least squares support vector regression for nonlinear stochastic

differential equations by variable fractional Brownian motion
P. Rahimkhani, Y. Ordokhani ∗
Department of Mathematics, Faculty of Mathematical Sciences, Alzahra University, Tehran, Iran

ARTICLE INFO ABSTRACT

MSC: The main aim of this study is to introduce an efficient method based on the Chelyshkov polynomials and least
60H20 squares support vector regression (LS-SVR) for solving a class of nonlinear stochastic differential equations
45D05 (SDEs) by variable fractional Brownian motion (VFBm). The derivative operational matrix and variable-order
33C47
fractional integral operator of Chelyshkov polynomials (ChPs) are obtained. These operators, the standard
Keywords: Brownian motion with help of the Gauss–Legendre quadrature are applied for generating VFBm. We apply
Chelyshkov polynomials the Chelyshkov polynomials kernel and the collocation LS-SVR method for training the network. Then, the
Stochastic differential equations
formulation of the scheme gives rise to an optimization problem. Finally, the classical optimization and
Fractional Brownian motion
Newton’s iterative scheme are used to train this problem. Moreover, we discuss convergence and error analysis
Least squares support vector regression
Convergence analysis of mentioned scheme. In the end, to reveal the superiority and efficiency of current paper, some test problems
are applied.

1. Introduction many cases such equations cannot be solved explicitly, it is important

In this work, we propose a new numerical method based on ChPs
and LS-SVR for solving the following nonlinear SDEs
𝑑𝜂(𝑡) =  (𝑡, 𝜂(𝑡))𝑑𝑡 + (𝑡, 𝜂(𝑡))𝑑(𝑡) (𝑡),
𝜂(0) = 𝜂0 ,
where
• 𝑑𝜂(𝑡) is a stochastic process defined on a complete probability
space (𝛺, F, 𝑃 ),
•  (𝑡, 𝜂(𝑡)) and (𝑡, 𝜂(𝑡)) are known continuous real functions,
• 𝜂0 is a deterministic initial value,
• (𝑡) is a VFBm with Hurst parameter  ∈ (0, 1) [1] as
𝑡 many phenomena containing variable irregularities or variable memory
1 1
(𝑡) = (𝑡 − 𝑠)(𝑡)− 2 𝑑(𝑠),
𝛤 ((𝑡) + 12 ) ∫0
where (𝑡) is the standard Brownian motion [2]. Fig. 1 shows
realizations of a fractional brownian motion with Hurst parameter
 [3].
The existence and the uniqueness of a solution for the problem
(1)–(2) are investigated in [4]. The stochastic or random functional
equations arise in many problems in physical, medical and social
sciences, as well as in engineering, biology and finance [5]. Because in
to find their approximate solution by using some numerical meth-
ods. Therefore, researchers have applied different methods to obtain
numerical solutions of SDEs, such as generalized regularized least-
(1) squares approximation [6,7], radial basis functions method [8], Euler
polynomial method [9], etc.
The SDEs with fractional Brownian motion is applied in the mod-
(2)
elling of a wide range of real-world phenomena such as medicine [10],
biology [11], economic data [12] and turbulence [13]. Many re-
searchers studied and proposed numerical solutions of SDEs with
fractional Brownian motion, such as Chebyshev cardinal wavelets [14],
hat functions [15,16] and Euler approximation [17]. The VFBm is an
alternative motion to classical fractional Brownian motion to overcome
the limitations of this motion [1]. VFBm has appeared in modelling of
(3) for example:
• Anomalous diffusion with variable memory [18]
• Geophysics for terrain modelling [3]
• Network traffic and signal processing [19]
• Financial time series for stochastic volatility modelling [20]
Therefore, careful attention is paid to approximate solutions of SDEs
with VFBm. Until now, these problems are studied only in a few arti-
cles [1]. Also, it is mostly impossible to get exact solution of SDEs with

∗ Corresponding author.
E-mail address: ordokhani@alzahra.ac.ir (Y. Ordokhani).

https://doi.org/10.1016/j.chaos.2022.112570
Received 24 May 2022; Received in revised form 1 August 2022; Accepted 12 August 2022
Available online 30 August 2022
0960-0779/© 2022 Elsevier Ltd. All rights reserved.
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Fig. 1. Realizations of a fractional brownian motion with Hurst parameter .

VFBm. So, we have to introduce present scheme to obtain approximate • A small value of Chelyshkov polynomials is needed to achieve
treatment of these problems. This motivates our interest to introduce an high accuracy and satisfactory results.
efficient numerical algorithm for solving SDEs with VFBm in the form • By using this algorithm, consideration problem is reduced into a
presented in Eq. (1). system of algebraic equations that can be solved via a suitable
In recent years, machine learning techniques and least squares numerical scheme.
approximation method [21] are among the common methods to solve • This algorithm can be easily implemented to estimate the solution
real-world problems. These schemes try to extract the underlying struc- of nonlinear SDEs with VFBm defined on large intervals and a
ture of the problem with learning from the incoming data. Machine system of nonlinear SDEs with VFBm.
learning schemes have now been developed to solve engineering and • The obtained numerical solution with this method is a continuous
mathematical problems such as social media, language translation, and differentiable solution, also these solutions satisfy the initial
speech recognition tasks, and so on. Nowadays, the mentioned tech- conditions.
niques have been utilized for creating the approximate treatment of
various kinds of integral and differential equations. For example, Ha- The rest of this paper is organized in the following way. Section 2
jimohammadi et al. proposed a numerical learning method to solve describes Stochastic calculus, Chelyshkov polynomials and Chelyshkov
general Falkner–Skan model [22]. A least-square support vector regres- LS-SVR. In Section 3, we derive some operators that are required
sion scheme is developed to solution of Fredholm integral equations during the paper process. In Section 4, the algorithm implementation
by Parand et al. [23]. Lu et al. solved a higher nonlinear ordinary for the SDEs with VFBm in detail is presented. Section 5 is devoted
differential equations via a method based on least square support vector to convergence and error analysis of Chelyshkov LS-SVR. A number of
machines [24]. Rahimkhani and Ordokhani introduced orthonormal test problems are given in Section 6 to demonstrate the accuracy of our
Bernoulli wavelets neural network method for solving Lane–Emden scheme. Finally conclusions are drawn in Section 7.
equation [25].
In this work, we apply the Chelyshkov polynomials and some of 2. Preliminary notes
their operators. The orthogonal Chelyshkov polynomials are introduced
in [26]. These polynomials have the analogous properties to those of In this part, we review some essential definitions about ChPs and
the classical orthogonal polynomials. In fact, ChPs are an example LS-SVR which are used in the future sections.
of such alternative orthogonal ones, which are not solutions of the
hypergeometric type equations, but can be expressed in terms of the
Jacobi ones. These polynomials have been used for solving multi- 2.1. Chelyshkov polynomials
order fractional differential equations [27], integral equations [28,29],
differential equations [30], integro-differential equations [31]. The ChPs 𝜙𝑗,𝑚̃ (𝑡) are defined on the interval [0, 𝑇 ] as [35]
In the present paper, we introduce a new algorithm based on a ( )( )
combination of Chelyshkov polynomials and LS-SVR for solving SDEs ∑
𝑚̂
𝑚̂ − 𝑗 𝑚̂ + 𝑖 + 1 𝑡𝑖
𝜙𝑗,𝑚̂ (𝑡) = (−1)𝑖−𝑗 , 𝑗 = 0, 1, … , 𝑚.
̂
with VFBm (1). The method consists of the Chelyshkov derivative 𝑖=𝑗
𝑖−𝑗 𝑚̂ − 𝑗 𝑇𝑖
operational matrix, variable-order fractional integral operator, opera-
(4)
tor of variable-order fractional Brownian motion and Legendre–Gauss
quadrature formula which convert the understudy problem to a system These polynomials are orthogonal functions, then we achieve [35]
of algebraic equations with unknown coefficients. Using Newton’s iter- 𝑇 𝑇 𝛿𝑗,𝑖
ative method, we solve this system (the reader can see other methods 𝜙𝑗,𝑚̂ (𝑡)𝜙𝑖,𝑚̂ (𝑡)𝑑𝑡 = ,
∫0 𝑗+𝑖+1
for solving systems of equations in Refs. [32],[33],[34]). The main
advantages of the proposed method are: in which 𝛿𝑗,𝑖 is Kronecker delta.

2
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

2.2. Chelyshkov least squares support vector regression where

(𝑡, 𝛼(𝑡)) = [𝜏0 (𝑡, 𝛼(𝑡)), 𝜏1 (𝑡, 𝛼(𝑡)), … , 𝜏𝑚̂ (𝑡, 𝛼(𝑡))]𝑇 . (13)
We consider Chelyshkov least squares support vector regression
(Ch-LS-SVR) method for solving SDEs with VFBm. According to LS- By using properties of the variable-order fractional integral [1], we get
SVR [23], we get ( )( )
∑𝑚̂
𝑚̂ − 𝑗 𝑚̂ + 𝑖 + 1
∑
𝑚̂ 𝜏𝑗 (𝑡, 𝛼(𝑡)) = (−1)𝑖−𝑗
𝜂(𝑡) =  𝑇 𝛷(𝑡) + 𝑏 = 𝑐𝑖 𝜙𝑖,𝑚̂ (𝑡) + 𝑏, (5) 𝑖=𝑗
𝑖−𝑗 𝑚̂ − 𝑗
𝑖=0 𝛤 (𝑖 + 1)
× 𝑡𝑖+𝛼(𝑡)+1 . (14)
be the regression model, where 𝐶 ∈ 𝑅𝑚+1 ̂ , and 𝑏 ∈ 𝑅 are a weight 𝑇 𝑖 𝛤 (𝑖 + 𝛼(𝑡) + 1)
vector and the bias term, respectively. To find the unknown vector 𝐶
and 𝑏, we solve the following constrained optimization problem Remark 2. Let (𝑡) is Brownian motion introduced in Section 2.1. The
𝜚 function (𝑡) can be approximated as
1 𝑇
min   +  𝑇 , (6)
𝐶, 2 2 (𝑡) ≃ 𝛽 𝑇 𝛷(𝑡), (15)
subject to
where
𝜂𝑗 =  𝑇 𝛷(𝑡𝑗 ) + 𝑏 + 𝑗 , 𝑗 = 1, 2, … , 𝑚,
̂
𝛽 = [𝛽0 , 𝛽1 , … , 𝛽𝑚̂ ]. (16)
and 𝜚 is the regularization parameter. In addition, 𝑗 is the resid-
By using properties of Chelyshkov polynomials and the Legendre–Gauss
ual at 𝑗th training point. By applying the Lagrangian multipliers, the
quadrature formula [36], we have
considered problem is determined.
𝑇 ∑
𝑛̃
(2𝑗 + 1) 𝑇 𝑇 𝑇 𝑇 𝑇
3. Operators needed in the numerical method 𝛽𝑗 = (𝑡)𝜙𝑗,𝑚̂ (𝑡)𝑑𝑡 ≃ 𝜔 ( 𝜂 + )𝜙 ( 𝜂 + ).
𝑇 ∫0 2 𝑗=1 𝑗 2 𝑗 2 𝑗,𝑚̂ 2 𝑗 2
In this section, we want to obtain derivative operational matrix (17)
and variable-order fractional integral operator of ChP and operator of
VFBm. Theorem 2. Suppose that (𝑡) (𝑡) is variable-order fractional Brownian
motion introduced in Eq. (3). Then this motion can be approximated as
Theorem 1. The derivative of the vector 𝛷(𝑡) can be obtained via
𝑑𝛷(𝑡) (𝑡) (𝑡) ≃ 𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡)). (18)
≃ 𝐷𝛷(𝑡), (7)
𝑑𝑡
Proof. Considering Eq. (3), Theorem 1, Remarks 1 and 2, yields
where 𝐷 is the 𝑚̂ × 𝑚̂ derivative operational matrix as
𝑡
1 1
⎡ 𝑎0,0 𝑎0,1 ⋯ 𝑎0,𝑚̂ ⎤ (𝑡) (𝑡) = (𝑡 − 𝑠)(𝑡)− 2 𝑑(𝑠)
⎢ ⎥ 𝛤 ((𝑡) + 1
) ∫0
𝑎 𝑎1,1 ⋯ 𝑎1,𝑚̂ 2
𝐷 = ⎢ 1,0 ⎥. 𝑡
⎢ ⋮ ⋮ ⋯ ⋮ ⎥ 1 1
⎢ 𝑎 ⎥ ≃ (𝑡 − 𝑠)(𝑡)− 2 𝑑(𝛽 𝑇 𝛷(𝑠))
⎣ 𝑚,0
̂ 𝑎𝑚,1
̂ ⋯ 𝑎𝑚,
̂ 𝑚̂ ⎦ 𝛤 ((𝑡) + 12 ) ∫0
𝑡
1 1
Proof. For 𝑗 = 1, 2, … , 𝑚,
̂ we achieve ≃ (𝑡 − 𝑠)(𝑡)− 2 (𝛽 𝑇 𝐷𝛷(𝑠))𝑑𝑠
𝛤 ((𝑡) + 1
) ∫0
2
( )( )
𝑑𝜙𝑗,𝑚̃ (𝑡) ∑
𝑚̂
𝑚̂ − 𝑗 𝑚̂ + 𝑖 + 1 𝑖𝑡𝑖−1 ∑
𝑚̂
= 𝛽 𝑇 𝐷𝐼 𝛼(𝑡) 𝛷(𝑡) ≃ 𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡)), (19)
= (−1)𝑖−𝑗 ≃ 𝑎𝑗,𝑧 𝜙𝑧,𝑚̂ (𝑡),
𝑑𝑡 𝑖=𝑗
𝑖−𝑗 𝑚̂ − 𝑗 𝑇𝑖 𝑧=0 1
where 𝛼(𝑡) = (𝑡) + 2
. □
(8)
4. Implementation of the proposed scheme
where
𝑎𝑗,𝑧 In this part, the Chelshkov polynomials, their operators and LS-SVR
are applied for solving nonlinear SDEs with VFBm in Eqs. (1)–(2).
𝑇[ ∑
𝑚̂ ( )( ) 𝑖−1
]
(2𝑧 + 1) 𝑚̂ − 𝑗 𝑚̂ + 𝑖 + 1 𝑖𝑡 To realize the purpose, first, we convert the Eqs. (1)–(2) into the
= (−1)𝑖−𝑗 𝜙𝑧,𝑚̂ (𝑡)𝑑𝑡.
𝑇 ∫0 𝑖=𝑗
𝑖−𝑗 𝑚̂ − 𝑗 𝑇𝑖 following equivalent stochastic integral form
𝑡 𝑡
(9)
𝜂(𝑡) = 𝜂0 +  (𝑠, 𝜂(𝑠))𝑑𝑠 + (𝑠, 𝜂(𝑠))𝑑(𝑠) (𝑠). (20)
And for 𝑗 = 0, we get ∫0 ∫0

( )( ) We use integration by parts with 𝑢 = (𝑠, 𝜂(𝑠)) and 𝑑𝑣 = 𝑑(𝑠) (𝑠) in the
𝑑𝜙0,𝑚̃ (𝑡) ∑
𝑚̂
𝑚̂ − 𝑗 𝑚̂ + 𝑖 + 1 𝑖𝑡𝑖−1 ∑
𝑚̂
second integral term of Eq. (20) to obtain
= (−1)𝑖−𝑗 ≃ 𝑎𝑗,𝑧 𝜙𝑧,𝑚̂ (𝑡),
𝑑𝑡 𝑖=1
𝑖−𝑗 𝑚̂ − 𝑗 𝑇𝑖 𝑧=0 𝑡 𝑡

(10) 𝜂(𝑡) = 𝜂0 +  (𝑠, 𝜂(𝑠))𝑑𝑠 + (𝑡, 𝜂(𝑡))(𝑡) (𝑡) − 2 (𝑠, 𝜂(𝑠))(𝑠) (𝑠)𝑑𝑠,
∫0 ∫0
where (21)
[ 𝑚̂ ( )
(2𝑧 + 1) 𝑇 ∑ 𝑚̂ − 𝑗 where 𝜕
(𝑠, 𝜂(𝑠))
= 2 (𝑠, 𝜂(𝑠)).
𝑎0,𝑧 = (−1)𝑖−𝑗 𝜕𝑠
𝑇 ∫0
𝑖=1
𝑖−𝑗 Now, we approximate 𝜂(𝑡) and 𝜂 ′ (𝑡) by the ChPs as follows:
( ) 𝑖−1 ]
×
𝑚̂ + 𝑖 + 1 𝑖𝑡
𝜙𝑧,𝑚̂ (𝑡)𝑑𝑡. □ (11) ̃ =  𝑇 𝛷(𝑡),
𝜂(𝑡) ≃ 𝜂(𝑡) 𝜂 ′ (𝑡) ≃ 𝜂̃ ′ (𝑡) =  𝑇 𝐷𝛷(𝑡). (22)
𝑚̂ − 𝑗 𝑇𝑖
With substituting approximations (22) into Eq. (21), we get
Remark 1. Variable-order fractional integral operator ((𝑡, 𝛼(𝑡))) of the 𝑡 𝑡
(𝑡) (𝑠)
ChPs is obtained as ̃ = 𝜂0 +
𝜂(𝑡)  (𝑠, 𝜂(𝑠))𝑑𝑠
̃ + (𝑡, 𝜂(𝑡))
̃ (𝑡) − 2 (𝑠, 𝜂(𝑠))
̃ (𝑠)𝑑𝑠.
∫0 ∫0
𝐼 𝛼(𝑡) 𝛷(𝑡) = (𝑡, 𝛼(𝑡)), (12) (23)

3
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Employing the variable fractional Brownian motion operator (18) System (30) includes 2 + 𝑚̂ + 1 nonlinear algebraic equations with
and Eq. (23), we conclude 2 + 𝑚̂ + 1 unknown parameters that can be solved by nonlinear
𝑡 solvers such as Newton’s method or meta-heuristic algorithms [37].
𝑇
̃ = 𝜂0 +
𝜂(𝑡)  (𝑠, 𝜂(𝑠))𝑑𝑠
̃ + (𝑡, 𝜂(𝑡))(𝛽
̃ 𝐷(𝑡, 𝛼(𝑡))) Here, we solve this system for ,  and 𝜆 using the Newton’s itera-
∫0
𝑡 tive method [36] (‘‘Find Root’’ package in Mathematica software). By
𝑇
− 2 (𝑠, 𝜂(𝑠))(𝛽
̃ 𝐷(𝑠, 𝛼(𝑠)))𝑑𝑠. (24) determining  we can determine the approximate values of 𝜂(𝑡) from
∫0
(22).
We estimate the integrals in Eq. (24) by employing the Legendre–Gauss
quadrature formula [36] as
∗
5. Convergence and error estimation
𝑡 ∑
𝑛
𝑡 𝑡 𝑡 𝑡 𝑇
̃ = 𝜂0 +
𝜂(𝑡) ̃ 𝜂𝑗 + )) + (𝑡, 𝜂(𝑡))(𝛽
𝜔  ( 𝜂 + , 𝜂( ̃ 𝐷(𝑡, 𝛼(𝑡)))
2 𝑗=1 𝑗 2 𝑗 2 2 2 5.1. Convergence analysis of present method
∗
𝑡 ∑
𝑛
𝑡 𝑡 𝑡 𝑡 𝑡
− 𝜔  ( 𝜂 + , 𝜂( ̃ 𝜂𝑗 + ))(𝛽 𝑇 𝐷( 𝜂𝑗 In this part, we discuss convergence and error analysis of Ch-LS-SVR
2 𝑗=1 𝑗 2 2 𝑗 2 2 2 2
scheme in Section 4. First, we mention a brief review of the Taylor’s
𝑡 𝑡 𝑡 formula [38]. Suppose 𝜂 (𝑖) ∈ 𝐶([0, 1]) for 𝑖 = 0, 1, … , 𝑚̂ + 1, then
+ , 𝛼( 𝜂𝑗 + ))), (25)
2 2 2
where, 𝜂𝑗 , 𝑗 = 1, 2, … , 𝑛∗ are zeros of Legendre polynomial 𝑃𝑛∗ (𝑡) and ∑𝑚̂
𝑡𝑖 (𝑖) ||
−2 ̃ =
𝑃 𝜂(𝑡) 𝜂 (𝑡)| , (31)
𝜔𝑗 = (𝑛∗ +1)𝑃 ′ (𝜂 )𝑃 (𝜂 )
, 𝑗 = 1, 2, … , 𝑛∗ . 𝑖=0
𝑖! |𝑡=0
𝑛∗ 𝑗 𝑛∗ +1 𝑗
We construct residual function as so,
(𝑡, ) 𝑡𝑚+1
̂
∗ |𝜂(𝑡) − 𝑃 𝜂(𝑡)|
̃ ≤ 𝛿 , (32)
𝑡 ∑ (𝑚̂ + 1)! 1
𝑛
𝑡 𝑡 𝑡 𝑡 𝑇
= 𝜂(𝑡)
̃ − 𝜂0 − 𝜔  ( 𝜂 + , 𝜂(
̃ 𝜂𝑗 + )) − (𝑡, 𝜂(𝑡))(𝛽
̃ 𝐷(𝑡, 𝛼(𝑡)))
2 𝑗=1 𝑗 2 𝑗 2 2 2 where 𝛿1 ≥ 𝑠𝑢𝑝0≤𝑡≤1 |𝜂 (𝑚+1)
̂ (𝑡)|.
𝑛∗
∑
𝑡 𝑡 𝑡 𝑡 𝑡 𝑡 𝑡 𝑡 𝑡
+ ̃ 𝜂𝑗 + ))(𝛽 𝑇 𝐷( 𝜂𝑗 + , 𝛼( 𝜂𝑗 + ))).
𝜔𝑗 2 ( 𝜂𝑗 + , 𝜂( (26) Remark 3. Suppose that 𝜂(𝑡) ̃ is the best approximation of 𝜂(𝑡) on the
2 𝑗=1
2 2 2 2 2 2 2 2
interval [0, 1]. Then, the error bound of approximate solution obtained
Then, we have the following constrained optimization problems. The by the presented method is as
following technique, as an interpolation engenders a trade-off between
𝛿1
the collocation and the least square method via Tikhonov regulariza- ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ ≤ , (33)
(𝑚̂ + 1)!
tion.
1 𝑇 𝜚 where
 (, ) = 𝑚𝑖𝑛   +  𝑇 ,
2 2
‖𝜂(𝑡)‖2 = 𝐸[|𝜂(𝑡)|2 ],
s.t.
where 𝐸 is mathematical expectation.
⟨(𝑡, ), 𝜓𝑗 (𝑡)⟩ = 𝑗 , 𝑗 = 1, 2, … ,  ,
where  is number of training points, ⟨., .⟩ is the inner product of two Remark 4. Since ̃ (𝑡) (𝑡) = 𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡)), then we have
functions and {𝜓𝑗 , 𝑗 = 1, 2, … ,  } is a set of basis functions for the test
𝛿2
space. ‖(𝑡) (𝑡) − ̃ (𝑡) (𝑡)‖ ≤ . (34)
(𝑚̂ + 1)!
Using Dirac delta function as 𝜓𝑗 (𝑡) = 𝛿(𝑡−𝑡𝑗 ) with property ⟨𝜂(𝑡), 𝛿(𝑡−
𝑡𝑗 )⟩ = 𝜂(𝑡𝑗 ), we can write
Remark 5. The error of the Gauss–Legendre numerical integration for
1 𝑇 𝜚 function 𝜂 as [39]
 (, ) = 𝑚𝑖𝑛   +  𝑇 , (27)
2 2
𝜐𝜋
s.t. ‖𝐸𝑛∗ ‖ ≤ , 𝜐 = 𝑚𝑎𝑥{|𝜂(𝑡)|, 0 ≤ 𝑡 ≤ 1},
4𝑛∗
(𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  . (28) where
∗
With the help of the Lagrangian multipliers, we have the following 𝑏 ∑
𝑛

system of nonlinear equations 𝜂(𝑡)𝑑𝑡 ≃ 𝜔𝑗 𝜂(𝑧𝑗 ).

∫𝑎
𝑗=1
∑ 
1 𝑇 𝜚
∗ =   + 𝑇  − 𝜆𝑗 ((𝑡𝑗 , ) − 𝑗 ). (29)
2 2 Theorem 3. Let 𝜂(𝑡) be the analytical solution of Eq. (1) and 𝜂(𝑡)be ̃ the
𝑗=1
numerical solution of this equation. Also, assume that (𝑖).| (𝑡, 𝜂) −  (𝑡, 𝜂)|
̃ ≤
The nonlinear stochastic differential equation by variable fractional 𝜐1 |𝜂 − 𝜂|,
̃ ̃ ≤ 𝜐2 |𝜂 − 𝜂|,
(Lipschitz continuous) (𝑖𝑖).|(𝑡, 𝜂) − (𝑡, 𝜂)| ̃
Brownian motion has been reduced to a parametric optimization prob- ̃ ≤ 𝜐3 |𝜂 − 𝜂|,
(Lipschitz continuous) (𝑖𝑖𝑖).|2 (𝑡, 𝜂) − 2 (𝑡, 𝜂)| ̃ (Lipschitz
lem, which can be stated as follows. Find ,  and 𝜆𝑗 so that  ∗
continuous) (𝑖𝑣).|(𝑡, 𝜂) − (𝑡, 𝜂)| ≤ 𝜐4 (1 + |𝜂|), (Linear growth) where
is minimized. The necessary conditions for minimum of Eq. (29) are
𝜐𝑖 , 𝑖 = 1, 2, 3, 4 are positive constants. Then, we have
obtained as
( 𝛿1
⎧ 𝜕 ∗ ∑ 𝑡𝑗 ∑ 𝑛 ∗ 𝑡𝑗 𝑡𝑗 ‖𝐸(𝑡)‖ ≤ (1 + 𝜍1 + (𝜍2 + 𝜍3 )‖(𝑡) (𝑡)‖)
⎪ 𝜕𝑐𝑛 = 0 ⇒ 𝑐𝑛 = 𝑗=1 𝜆𝑗 𝜙𝑛,𝑚̂ (𝑡𝑗 ) − 2 𝑗 ′ =1 𝜔𝑗 ′ 𝜙𝑛,𝑚̂ ( 2 𝜂𝑗 ′ + 2 ) (𝑚̂ + 1)!
⎪ 𝜕 𝑡𝑗 𝛿2
⎪
𝑡 𝑡 𝑡
̃ 2𝑗 𝜂𝑗 ′ + 2𝑗 )) − 𝜙𝑛,𝑚̂ (𝑡𝑗 ) 𝜕
( 𝜂𝑗 ′ + 2𝑗 , 𝜂( ̃ 𝑗 ))(𝛽 𝑇 𝐷(𝑡𝑗 , 𝛼(𝑡𝑗 )))
(𝑡 , 𝜂(𝑡 + 2𝜍4 (1 + ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + ‖𝜂(𝑡)‖)
𝜕 𝜂̃ 𝑗 ) (𝑚̂ + 1)!
⎪ 𝜕 𝜂̃ 2 ∗ 𝜋
⎪ + 𝑡𝑗 ∑𝑛′ 𝜔 ′ 𝜙 ( 𝑡𝑗 𝜂 ′ + 𝑡𝑗 ) 𝜕2 ( 𝑡𝑗 𝜂 ′ + 𝑡𝑗 , 𝜂( ̃
𝑡𝑗
𝜂 ′ +
𝑡𝑗
)) , + (𝜐1 + 𝜐2 ) ∗ . (35)
⎨ 2 𝑗 =1 𝑗 𝑛,𝑚̂ 2 𝑗 2 𝜕 𝜂̃ 2 𝑗 2 2 𝑗 2 4𝑛
⎪ 𝑛 = 0, 1, … , 𝑚̂
⎪ 𝜕 ∗ Proof. By using Eq. (20), the analytical solution satisfies
⎪ 𝜕 = 0 ⇒ 𝜚𝑗 + 𝜆𝑗 = 0, 𝑗 = 1, 2, … ,  ,
⎪ 𝜕 𝑗∗ 𝑡 𝑡
⎪ 𝜕𝜆 = 0 ⇒ (𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  . 𝜂(𝑡) = 𝜂0 +  (𝑠, 𝜂(𝑠))𝑑𝑠 + (𝑡, 𝜂(𝑡))(𝑡) (𝑡) − 2 (𝑠, 𝜂(𝑠))(𝑠) (𝑠)𝑑𝑠.
⎩ 𝑗 ∫0 ∫0
(30) (36)

4
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

𝛿2
Also, by using Eq. (25), the approximate solution satisfies + 2𝜍4 (1 + ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + ‖𝜂(𝑡)‖)
(𝑚̂ + 1)!
∗ 𝜋
∑
𝑛
+ (𝜐1 + 𝜐2 ) , (43)
̃ = 𝜂0 +
𝜂(𝑡) 𝜔𝑗  (𝑧𝑗 , 𝜂(𝑧 ̃ ̃ (𝑡) (𝑡)
̃ 𝑗 )) + (𝑡, 𝜂(𝑡)) 4𝑛∗
𝑗=1
∗
then, the proof is completed. □
𝑡 ∑
𝑛
− ̃ 𝑗 ))̃ (𝑧𝑗 ) (𝑧𝑗 ).
𝜔  (𝑧 , 𝜂(𝑧 (37)
2 𝑗=1 𝑗 2 𝑗 Corollary 1. By Theorem 3, it can be concluded that

where ̃ (𝑡) (𝑡) = 𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡)). ‖𝐸(𝑡)‖ → 0, ̂ 𝑛∗ → ∞,

𝑚, (44)
Subtracting Eq. (37) from Eq. (36), yields
which demonstrates the convergence of the introduced scheme.
∗
𝑡 ∑
𝑛
𝐸(𝑡) = 𝜂(𝑡) − 𝜂(𝑡)
̃ +  (𝑠, 𝜂(𝑠))𝑑𝑠 − 𝜔𝑗  (𝑧𝑗 , 𝜂(𝑧
̃ 𝑗 ))
∫0 5.2. Error estimation
𝑗=1
+ (𝑡, 𝜂(𝑡))(𝑡) (𝑡) − (𝑡, 𝜂(𝑡))
̃  (𝑡) ̃ (𝑡)
𝑡 𝑛∗
∑ In real world problems, where we usually do not know the exact
−  (𝑠, 𝜂(𝑠)) (𝑠)
(𝑠)𝑑𝑠 + ̃ 𝑗 ))̃ (𝑧𝑗 ) (𝑧𝑗 ).
𝜔𝑗 2 (𝑧𝑗 , 𝜂(𝑧 (38) solution, it is important to have an error estimate. With this purpose we
∫0 2
𝑗=1 introduce an error estimation for Chelyshkov least squares support vec-
So tor regression approximate solution for nonlinear stochastic differential
∗ equations by variable fractional Brownian motion.
𝑡 ∑
𝑛
‖𝐸(𝑡)‖ ≤ ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ +‖  (𝑠, 𝜂(𝑠))𝑑𝑠 − 𝜔𝑗  (𝑧𝑗 , 𝜂(𝑧
̃ 𝑗 ))‖ For this aim, we let
∫0
𝑗=1
+ ‖(𝑡, 𝜂(𝑡))(𝑡) (𝑡) − (𝑡, 𝜂(𝑡))
̃ ̃ (𝑡) (𝑡)‖ (𝑡) = 𝜂(𝑡)
̄ − 𝜂(𝑡), (45)
𝑛∗
∑
‖ 𝑡 ‖ where 𝜂(𝑡) and 𝜂(𝑡)
̄ are the exact and numerical solutions of the problem
+ ‖
‖∫  2 (𝑠, 𝜂(𝑠))(𝑠)
(𝑠)𝑑𝑠 − ̃ 𝑗 ))̃ (𝑧𝑗 ) (𝑧𝑗 )‖
𝜔𝑗 2 (𝑧𝑗 , 𝜂(𝑧 ‖. (39)
‖ 0 𝑗=1 ‖ (20), respectively. So, 𝜂(𝑡)
̄ satisfies the following problem:
𝑡 𝑡
Using the assumption (i) of Theorem 3 and Remark 5, we get (𝑠)
̄ = 𝜂0 +
𝜂(𝑡)  (𝑠, 𝜂(𝑠))𝑑𝑠
̄ + (𝑠, 𝜂(𝑠))𝑑
̄ (𝑠) + (𝑡), (46)
∫0 ∫0
𝑡 𝑛∗
∑
‖  (𝑠, 𝜂(𝑠))𝑑𝑠 − 𝜔𝑗  (𝑧𝑗 , 𝜂(𝑧
̃ 𝑗 ))‖ where (𝑡) is the residual function that depends only on 𝜂(𝑡).
̄
∫0
𝑗=1 Now, we subtract Eq. (20) from Eq. (46), we obtain
𝑡 𝑡
≤‖  (𝑠, 𝜂(𝑠))𝑑𝑠 −  (𝑠, 𝜂(𝑠))𝑑𝑠‖
̃ 𝑡
∫0 ∫0 ̄ − 𝜂(𝑡) =
𝜂(𝑡)  (𝑠, 𝜂(𝑠))
̄ −  (𝑠, 𝜂(𝑠))𝑑𝑠
𝑛∗ ∫0
𝑡 ∑ 𝑡
+‖  (𝑠, 𝜂(𝑠))𝑑𝑠
̃ − 𝜔𝑗  (𝑧𝑗 , 𝜂(𝑧
̃ 𝑗 ))‖ + (𝑠, 𝜂(𝑠))
̄ − (𝑠, 𝜂(𝑠))𝑑(𝑠) (𝑠) + (𝑡). (47)
∫0 ∫0
𝑗=1
𝜐1 𝜋
≤ 𝜍1 ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + . (40) By using Taylor’s Theorem [40], we can write
4𝑛∗
From assumptions (ii) and (iv) of Theorem 3, we achieve  (𝑠, 𝜂(𝑠))
̄ −  (𝑠, 𝜂(𝑠)) =  (𝑠, 𝜂(𝑠))
̄ −  (𝑠, 𝜂(𝑠)
̄ − (𝑠))
(𝑡)
𝜕 1 𝜕2 2
‖(𝑡, 𝜂(𝑡)) (𝑡) − (𝑡, 𝜂(𝑡))̃ ̃ (𝑡) (𝑡)‖ =
𝜕 𝜂̄
 (𝑠, 𝜂(𝑠))(𝑠)
̄ −
2 𝜕 𝜂̄ 2
 (𝑠, 𝜂(𝑠))
̄ (𝑠), (48)
(𝑡) (𝑡)
≤ ‖(𝑡, 𝜂(𝑡)) (𝑡) − (𝑡, 𝜂(𝑡)) ̃ (𝑡)‖
(𝑡) and
+‖(𝑡, 𝜂(𝑡))
̃ ̃ ̃ (𝑡) (𝑡)‖
(𝑡) − (𝑡, 𝜂(𝑡))
≤ 𝜍2 ‖(𝑡) (𝑡)‖‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ (𝑠, 𝜂(𝑠))
̄ − (𝑠, 𝜂(𝑠)) = (𝑠, 𝜂(𝑠))
̄ − (𝑠, 𝜂(𝑠)
̄ − (𝑠))
+𝜍4 (1 + ‖𝜂(𝑡)‖)‖
̃ (𝑡)
(𝑡) − ̃ (𝑡) (𝑡)‖ 𝜕 1 𝜕2 2
= (𝑠, 𝜂(𝑠))(𝑠)
̄ − (𝑠, 𝜂(𝑠))
̄ (𝑠). (49)
≤ 𝜍2 ‖(𝑡) (𝑡)‖‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ 𝜕 𝜂̄ 2 𝜕 𝜂̄ 2
+𝜍4 (1 + ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + ‖𝜂(𝑡)‖)‖(𝑡) (𝑡) − ̃ (𝑡) (𝑡)‖. (41) By using Eqs. (47)–(49), we get
𝑡( )
Assumptions (iii) and (iv) of Theorem 3 and Remark 5 show 𝜕 1 𝜕2 2
(𝑡) =  (𝑠, 𝜂(𝑠))(𝑠)
̄ −  (𝑠, 𝜂(𝑠))
̄ (𝑠) 𝑑𝑠
∫0 𝜕 𝜂̄ 2 𝜕 𝜂̄ 2
𝑡( )
∗
‖ 𝑡 ∑𝑛
‖ 𝜕 1 𝜕2
‖ (𝑠)
̃ 𝑗 ))̃ (𝑧𝑗 ) (𝑧𝑗 )‖ + (𝑠, 𝜂(𝑠))(𝑠) − (𝑠, 𝜂(𝑠)) 2
(𝑠) 𝑑(𝑠) (𝑠) + (𝑡).(50)
‖ ∫ 2 (𝑠, 𝜂(𝑠)) (𝑠)𝑑𝑠 − 𝜔𝑗 2 (𝑧𝑗 , 𝜂(𝑧 ‖ ∫0 𝜕 𝜂̄
̄
2 𝜕 𝜂̄ 2
̄
‖ 0 𝑗=1 ‖
‖ 𝑡 𝑡 ‖ Thus, we obtain a nonlinear stochastic differential equations by vari-
≤ ‖
‖ ∫ 2 (𝑠, 𝜂(𝑠))
(𝑠)
(𝑠)𝑑𝑠 −  (𝑠, 𝜂(𝑠))
̃ (𝑠)
(𝑠)𝑑𝑠‖‖
‖ 0 ∫0 2 ‖ able fractional Brownian motion in which the error function (𝑡) is un-
‖ 𝑡 𝑡 ‖ known. Obviously, we can apply the proposed method for this equation
‖
+ ‖ 2 (𝑠, 𝜂(𝑠))
̃ (𝑠)
(𝑠)𝑑𝑠 −  (𝑠, 𝜂(𝑠))
̃  ̃ (𝑠)
(𝑠)𝑑𝑠‖‖
‖ ∫0 ∫0 2 ‖ to find an approximation of the error function (𝑡) ≃  ∗𝑇 𝛷(𝑡).
∗
‖ 𝑡 ∑𝑛
‖ Hence, the maximum absolute error can be estimated approximately
+ ‖ ̃ ̃ (𝑠) (𝑠)𝑑𝑠 −
‖ ∫ 2 (𝑠, 𝜂(𝑠)) ̃ 𝑗 ))̃ (𝑧𝑗 ) (𝑧𝑗 )‖
𝜔𝑗 2 (𝑧𝑗 , 𝜂(𝑧 ‖
‖ 0 ‖ by using
𝑗=1
≤ 𝜍3 ‖(𝑡) (𝑡)‖‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + 𝜍4 (1 + ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃  ∗ = 𝑚𝑎𝑥{|(𝑡)|, 0 ≤ 𝑡 ≤ 1}. (51)
+ ‖𝜂(𝑡)‖)‖(𝑡) (𝑡) − ̃ (𝑡) (𝑡)‖
𝜐 𝜋
+ 2∗. (42) 6. Numerical test
4𝑛
It follows from Eqs. (39)–(42) and Remarks 3–4, that
The computations associated with the examples were performed
‖𝐸(𝑡)‖ ≤ (1 + 𝜍1 + (𝜍2 + 𝜍3 )‖(𝑡) (𝑡)‖)‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ using Mathematica 10. Also, we report the CPU time (seconds) in all
+ 2𝜍4 (1 + ‖𝜂(𝑡) − 𝜂(𝑡)‖
̃ + ‖𝜂(𝑡)‖)‖(𝑡) (𝑡) − ̃ (𝑡) (𝑡)‖ examples, which have been obtained on a 2.67 GHz Core i5 personal
𝜋 computer with 4 GB of RAM. For all of the examples, the regularization
+ (𝜐1 + 𝜐2 ) ∗
4𝑛 parameter 𝜚 was set to a number between 105 to 1010 based on problem
𝛿1
≤ (1 + 𝜍1 + (𝜍2 + 𝜍3 )‖(𝑡) (𝑡)‖) structure and Mathematica limitations. Also, we let  = 2𝑚.
̂
(𝑚̂ + 1)!

5
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Example 1. Consider the following nonlinear SDE with VFBm as [1] Table 1
The comparison of the AE values of considered scheme with CCWs method for (𝑡) =
𝑑𝜂(𝑡) = 𝜁̄ 2 cos(𝜂(𝑡)) sin (𝜂(𝑡))𝑑𝑡 − 𝜁̄ sin (𝜂(𝑡))𝑑(𝑡) (𝑡),
3 2
𝜂(0) = 𝜂0 . (52) 0.5 + 0.3 sin(𝜋𝑡) (Example 1).
𝑡 CCWs method Present method
with the exact solution as 𝑚̂ = 24 𝑚̂ = 48 𝑚̂ = 96 𝑚̂ = 3 𝑚̂ = 6

̄ (𝑡) (𝑡) + cot(𝜂0 )).

𝜂(𝑡) = 𝑎𝑟𝑐𝑐𝑜𝑡(𝜁 0 – – – 6.48 × 10−10 7.23 × 10−11
0.2 2.75 × 10−6 3.88 × 10−6 1.40 × 10−6 5.85 × 10−8 5.91 × 10−8
0.4 6.24 × 10−6 2.44 × 10−7 3.97 × 10−7 1.18 × 10−7 1.19 × 10−7
For this problem, we have
0.6 1.40 × 10−6 2.94 × 10−7 3.47 × 10−7 1.80 × 10−7 1.80 × 10−7
0.8 3.25 × 10−6 3.12 × 10−6 9.64 × 10−7 2.43 × 10−7 2.43 × 10−7
𝜁̄ = 𝜂0 = 1∕20, (𝑡) = 0.5 + 0.3 sin(𝜋𝑡),
1 2.89 × 10−6 2.54 × 10−6 3.94 × 10−7 3.08 × 10−7 3.10 × 10−7
𝐶𝑃 𝑈 – – – 0.078 2.234
and

(𝑡) = 0.6 − 0.2 exp(−2𝑡)

Now, we solve the aforesaid problem via the mentioned technique in obtained as
( (
Section 4. For this aim, we convert the Eq. (53) into the following ⎧ 𝜕 ∗ ∑ 𝑡𝑗 ∑ 𝑛∗ 𝑡 𝑡𝑗
= 0 ⇒ 𝑐𝑛 = 𝜆𝑗 𝜙𝑛,𝑚̂ (𝑡𝑗 ) − −𝜙𝑛,𝑚̂ ( 2𝑗 𝜂𝑗 ′ +
𝜔𝑗 ′ )
equivalent stochastic integral form as ⎪ 𝜕𝑐𝑛 𝑗=1 800 𝑗 ′ =1 2
⎪ )
𝑡 𝑡 𝑡 𝑡 𝑡 𝑡
1 1
𝑡
1
𝑡 ⎪ × sin4 ( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) + 3𝜙𝑛,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 ) cos3 ( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))
𝜂(𝑡) = + cos(𝜂(𝑠)) sin3 (𝜂(𝑠))𝑑𝑠 − sin2 (𝜂(𝑠))𝑑(𝑠) (𝑠)𝑑𝑠. ⎪
20 400 ∫0 20 ∫0 ⎪ 1
+ 10 𝜙𝑛,𝑚̂ (𝑡𝑗 ) cos( 𝑇 𝛷(𝑡𝑗 )) sin( 𝑇 𝛷(𝑡𝑗 ))(𝛽 𝑇 𝐷(𝑡𝑗 , 𝛼(𝑡𝑗 )))
⎪
(53) ⎪ 𝑡𝑗 ∑𝑛∗ 𝑡 𝑡 𝑡 𝑡
⎪ − 20 𝑗 ′ =1 𝜔𝑗 ′ (𝛽 𝑇 𝐷( 2𝑗 𝜂𝑗 ′ + 2𝑗 , 𝛼( 2𝑗 𝜂𝑗 ′ + 2𝑗 )))
We use integration by parts in the second integral term of Eq. (53) to ⎪ (
𝑡 𝑡 𝑡 𝑡 𝑡 𝑡𝑗
obtain ⎪ × −𝜙𝑛,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 ) sin( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))( 𝑇 𝐷𝛷( 2𝑗 𝜂𝑗 ′ + ))
⎨ )
2

1 1
𝑡
1 ⎪ 𝑡 𝑡 ∑𝑚̂ 𝑡 𝑡
𝜂(𝑡) = + cos(𝜂(𝑠)) sin3 (𝜂(𝑠))𝑑𝑠 − sin2 (𝜂(𝑡))(𝑡) (𝑡) ⎪ + cos( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))( 𝑖=0 𝑎𝑛,𝑖 𝜙𝑖,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) ,
20 400 ∫0 20 ⎪
1
𝑡 ⎪ 𝑛 = 0, 1, … , 𝑚,
̂
+ cos(𝜂(𝑠))𝜂 ′ (𝑠)(𝑠) (𝑠)𝑑𝑠. (54) ⎪
10 ∫0 ⎪ 𝜕 ∗
⎪ = 0 ⇒ 𝜚𝑗 + 𝜆𝑗 = 0, 𝑗 = 1, 2, … ,  ,
We approximate 𝜂(𝑡) and 𝜂 ′ (𝑡) by the ChPs and the derivative opera- ⎪
𝜕𝑗

tional matrix of ChPs as follows: ⎪

⎪ 𝜕 ∗
= 0 ⇒ (𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  .
⎩ 𝜕𝜆𝑗
∑
𝑚̂
𝑇 ′ 𝑇
𝜂(𝑡) ≃ 𝑐𝑖 𝜙𝑖,𝑚̂ (𝑡) =  𝛷(𝑡), 𝜂 (𝑡) ≃  𝐷𝛷(𝑡), (55) (58)
𝑖=0

where 𝑚̂ + 1 is the number of basis functions and {𝑐𝑖 } are unknown Therefore, we obtain a system with 2 + 𝑚̂ + 1 nonlinear algebraic
weights to be determined as we discuss below. equations and 2 + 𝑚̂ + 1 unknown parameters. We solve this system
with the Newton’s iterative method [36]. For example, when 𝑚̂ = 6,
Employing Eqs. (54)–(55), the variable fractional Brownian motion
(𝑡) = 0.5 + 0.3 sin(𝜋𝑡), 𝜚 = 107 ,  = 12, 𝑐𝑖(0) = 0, 𝑖 = 0, 1, … , 6, and
operator and the Legendre–Gauss quadrature formula, we get
𝑖(0) = 𝜆(0)
𝑖 = 0, 𝑖 = 1, 2, … , 12, then by using the Newton’s iterative
∗
𝑡 ∑
𝑛
1 𝑡 𝑡 method for system (58), we get
(𝑡, ) =  𝑇 𝛷(𝑡) − − 𝜔 cos( 𝑇 𝛷( 𝜂𝑗 + ))
20 800 𝑗=1 𝑗 2 2
𝑐0 → 0.00714286, 𝑐1 → 0.0214286, 𝑐2 → 0.0357143, 𝑐3 → 0.0500001,
𝑡 𝑡
× sin3 ( 𝑇 𝛷( 𝜂𝑗 + )) 𝑐4 → 0.0642859, 𝑐5 → 0.0785717, 𝑐6 → 0.0928576,
2 2
+
1
sin2 ( 𝑇 𝛷(𝑡))(𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡))) 1 → −1.27125 × 10−10 , 2 → −8.5517 × 10−10 , 3 → −1.90198 × 10−9 ,
20 4 → −3.1681 × 10−9 , 5 → −4.57156 × 10−9 , 6 → −5.79086 × 10−9 ,
𝑛∗
𝑡 ∑ 𝑡 𝑡 𝑡 𝑡 7 → −6.49142 × 10−9 , 8 → −6.66036 × 10−9 , 9 → −6.34987 × 10−9 ,
− 𝜔 cos( 𝑇 𝛷( 𝜂𝑗 + ))( 𝑇 𝐷𝛷( 𝜂𝑗 + ))
20 𝑗=1 𝑗 2 2 2 2 10 → −5.31719 × 10−9 , 11 → −3.49148 × 10−9 , 12 → −1.70416 × 10−9 ,
𝑡 𝑡 𝑡 𝑡
× (𝛽 𝑇 𝐷( 𝜂𝑗 + , 𝛼( 𝜂𝑗 + ))). (56) 𝜆1 → 0.00127125, 𝜆2 → 0.0085517, 𝜆3 → 0.0190198, 𝜆4 → 0.031681,
2 2 2 2
𝜆5 → 0.0457156, 𝜆6 → 0.0579086, 𝜆7 → 0.0649142, 𝜆8 → 0.0666036,
The collocation LS-SVR method is to find the unknown weights by
𝜆9 → 0.0634987, 𝜆10 → 0.0531719, 𝜆11 → 0.0349148, 𝜆12 → 0.0170416.
solving the following constrained optimization problem
1 𝑇 𝜚 We compare the absolute error (AE) of the present scheme with
𝑚𝑖𝑛   +  𝑇 , Chebyshev cardinal wavelets (CCWs) for (𝑡) = 0.5 + 0.3 sin(𝜋𝑡) and
2 2
s.t. (𝑡) = 0.6 − 0.2 exp(−2𝑡) in Tables 1 and 2, respectively. The achieved
outcomes show that our scheme creates the numerical results with high
(𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  . accuracy with small terms.

With the help of the Lagrangian multipliers, we have the following Example 2. Consider the following nonlinear SDE with VFBm as [1]
system of nonlinear equations √
1

𝑑𝜂(𝑡) = 𝜁̄ 2 𝜂(𝑡)𝑑𝑡 + 𝜁̄ 1 + 𝜂 2 (𝑡)𝑑(𝑡) (𝑡), 𝜂(0) = 𝜂0 , (59)
1 𝑇 𝜚 ∑ 2
∗ =   + 𝑇  − 𝜆𝑗 ((𝑡𝑗 , ) − 𝑗 ). (57)
2 2 with the exact solution as
𝑗=1

The nonlinear stochastic differential equation by variable fractional ̄ (𝑡) (𝑡) + 𝑎𝑟𝑐𝑠𝑖𝑛ℎ(𝜂0 )).
𝜂(𝑡) = sinh(𝜁
Brownian motion (53) has been reduced to a parametric optimization
For this problem, we have
problem, which can be stated as follows. Find ,  and 𝜆, so that  ∗
is minimized. The necessary conditions for minimum of Eq. (57) are 𝜁̄ = 1∕20, 𝜂0 = 0, (𝑡) = 0.5 + 0.3 sin(2𝑡),

6
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Table 2 Table 3
The comparison of the AE values of considered scheme with CCWs method for (𝑡) = The comparison of the AE values of considered scheme with CCWs method for (𝑡) =
0.6 − 0.2 exp(−2𝑡) (Example 1). 0.5 + 0.3 sin(2𝑡) (Example 2).
𝑡 CCWs method Present method 𝑡 CCWs method Present method
𝑚̂ = 24 𝑚̂ = 48 𝑚̂ = 96 𝑚̂ = 3 𝑚̂ = 6 𝑚̂ = 32 𝑚̂ = 64 𝑚̂ = 128 𝑚̂ = 3 𝑚̂ = 6 𝑚̂ = 8
0 – – – 6.48 × 10−10 7.23 × 10−11 0 – – – 9.53 × 10−20 3.31 × 10−20 2.79 × 10−21
0.2 5.00 × 10−6 2.92 × 10−6 1.83 × 10−6 5.85 × 10−8 5.91 × 10−8 0.2 1.09 × 10−3 1.08 × 10−3 3.80 × 10−5 4.39 × 10−20 1.38 × 10−20 3.04 × 10−22
0.4 2.81 × 10−5 2.61 × 10−6 1.01 × 10−6 1.18 × 10−7 1.19 × 10−7 0.4 3.13 × 10−4 1.80 × 10−4 1.50 × 10−4 3.54 × 10−20 6.45 × 10−21 7.91 × 10−22
0.6 5.19 × 10−6 2.20 × 10−6 1.56 × 10−6 1.80 × 10−7 1.80 × 10−7 0.6 2.03 × 10−4 1.52 × 10−4 1.81 × 10−4 2.67 × 10−20 4.83 × 10−21 1.04 × 10−21
0.8 6.10 × 10−6 4.93 × 10−6 1.76 × 10−7 2.43 × 10−7 2.43 × 10−7 0.8 1.49 × 10−5 2.92 × 10−4 8.33 × 10−5 5.78 × 10−20 1.28 × 10−20 4.22 × 10−22
1 6.10 × 10−6 2.65 × 10−6 1.79 × 10−6 3.08 × 10−7 3.10 × 10−7 1 1.01 × 10−3 4.23 × 10−4 1.08 × 10−4 1.26 × 10−19 2.87 × 10−20 9.77 × 10−22
𝐶𝑃 𝑈 – – – 0.062 2.328 𝐶𝑃 𝑈 – – – 0.016 0.047 9.312

Table 4
and The comparison of the AE values of considered scheme with CCWs method for (𝑡) =
0.4 + 3𝑡2 (Example 2).
(𝑡) = 0.4 + 3𝑡2 , 𝑡 CCWs method Present method
𝑚̂ = 32 𝑚̂ = 64 𝑚̂ = 128 𝑚̂ = 3 𝑚̂ = 6
Now, we solve the aforesaid problem via the mentioned technique in
0 – – – 1.53 × 10−19 3.22 × 10−22
Section 4. For this aim, we convert the Eq. (59) into the following 0.2 3.31 × 10−3 4.20 × 10−3 9.99 × 10−5 6.66 × 10−20 1.49 × 10−22
equivalent stochastic integral form as 0.4 7.38 × 10−3 7.31 × 10−4 5.33 × 10−4 3.18 × 10−20 6.39 × 10−23
𝑡 𝑡√ 0.6 1.18 × 10−3 3.70 × 10−4 1.35 × 10−4 4.38 × 10−20 9.00 × 10−23
1 1 1.63 × 10−4 1.16 × 10−3 1.77 × 10−4 4.61 × 10−20 2.12 × 10−22
𝜂(𝑡) = 𝜂(𝑠)𝑑𝑠 + 1 + 𝜂 2 (𝑠)𝑑(𝑠) (𝑠). (60) 0.8
800 ∫0 20 ∫0 1 1.61 × 10−3 5.54 × 10−4 1.27 × 10−4 8.47 × 10−20 5.06 × 10−22
𝐶𝑃 𝑈 – – – 0.125 2.140
We use integration by parts in the second integral term of Eq. (60) to
obtain
1√
𝑡
1
𝜂(𝑡) = 𝜂(𝑠)𝑑𝑠 + 1 + 𝜂 2 (𝑡)(𝑡) (𝑡) obtained as
∫
800 0 20
𝑡
1 𝜂 ′ (𝑠)𝜂(𝑠) (𝑠) ⎧ 𝜕 ∗ ∑ 𝑡𝑗 ∑𝑛∗ 𝑡𝑗 𝑡𝑗
− √  (𝑠)𝑑𝑠. (61) = 0 ⇒ 𝑐𝑛 =  𝑗=1 𝜆𝑗 𝜙𝑛,𝑚̂ (𝑡𝑗 ) − 1600 𝑗 ′ =1 𝜔𝑗 ′ 𝜙𝑛,𝑚̂ ( 2 𝜂𝑗 ′ + )
20 ∫0 1 + 𝜂 2 (𝑠) ⎪ 𝜕𝑐𝑛 ( ) 2
⎪ 1 𝜙𝑛,𝑚̂ (𝑡𝑗 )( 𝑇 𝛷(𝑡𝑗 )) 𝑇
⎪ − 20 √ 𝛽 𝐷(𝑡𝑗 , 𝛼(𝑡𝑗 ))
We approximate 𝜂(𝑡) and 𝜂 ′ (𝑡) by the ChPs and the derivative opera- 1+( 𝑇 𝛷(𝑡𝑗 ))2
⎪ 𝑡𝑗 ∑𝑛∗ 𝑡𝑗 𝑡𝑗 𝑡 𝑡𝑗
tional matrix of ChPs as follows: ⎪ + 40 𝑇 , 𝛼( 2𝑗 𝜂𝑗 ′ +
⎪ 𝑗 ′ =1 𝜔𝑗 ′ (𝛽 𝐷( 2 𝜂𝑗 ′ + 2 2
)))
((
∑
𝑚̂
⎪ 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡 𝑡𝑗
𝑇 ′ 𝑇 ))( 𝑇 𝐷𝛷( 2 𝜂𝑗 ′ + 2 )) + ( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ +
𝜂(𝑡) ≃ 𝑐𝑖 𝜙𝑖,𝑚̂ (𝑡) =  𝛷(𝑡), 𝜂 (𝑡) ≃  𝐷𝛷(𝑡), (62) ⎪ ((𝜙𝑛,𝑚̂ ( 2 𝜂𝑗 ′ + 2 2
))
𝑖=0 ⎪ √
⎪ ∑̂ 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡𝑗
where 𝑚̂ + 1 is the number of basis functions and {𝑐𝑖 } are unknown ⎨ ( 𝑚 𝑇
𝑖=0 𝑎𝑛,𝑖 𝜙𝑖,𝑚̂ ( 2 𝜂𝑗 ′ + 2 )))( 1 + ( 𝛷( 2 𝜂𝑗 ′ + 2 )) )
2

weights to be determined as we discuss below. ⎪ 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡𝑗 )

⎪ 𝜙𝑛,𝑚̂ (
𝑗 𝜂 ′+ 2 𝑗
)( 𝑇 𝛷( 𝜂 ′+ )) 𝑡 𝑡 𝑡 𝑡𝑗
Employing Eqs. (61)–(62), the variable fractional Brownian motion ⎪ −( √2 2
𝑡𝑗 𝑡𝑗
2
)( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))( 𝑇 𝐷𝛷( 2𝑗 𝜂𝑗 ′ + 2
))
𝑇 2
operator and the Legendre–Gauss quadrature formula, we get ⎪ / ( 1+( 𝛷( 2 𝜂𝑗 ′ + 2 )) ) )
⎪ 𝑡 𝑡
∗ ⎪ 1 + ( 𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))2 , 𝑛 = 0, 1, … , 𝑚, ̂
𝑡 ∑
𝑛
𝑡 𝑡 ⎪ 𝜕 ∗
(𝑡, ) =  𝑇 𝛷(𝑡) − 𝜔 ( 𝑇 𝛷( 𝜂𝑗 + )) ⎪ = 0 ⇒ 𝜚𝑗 + 𝜆𝑗 = 0 𝑗 = 1, 2, … ,  ,
1600 𝑗=1 𝑗 2 2 ⎪
𝜕𝑗
𝜕 ∗
1√ ⎪ = 0 ⇒ (𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  .
− 1 + ( 𝑇 𝛷(𝑡))2 (𝛽 𝑇 𝐷(𝑡, 𝛼(𝑡))) ⎩ 𝜕𝜆𝑗
20
∗ 𝑡 𝑡 𝑡 𝑡 (65)
𝑡 ∑ ( 𝛷( 2 𝜂𝑗 + 2 ))( 𝐷𝛷( 2 𝜂𝑗 + 2 ))
𝑛 𝑇 𝑇
+ 𝜔𝑗 √
40 𝑗=1
1 + ( 𝑇 𝛷( 2𝑡 𝜂𝑗 + 2𝑡 ))2 Therefore, we obtain a system with 2 + 𝑚̂ + 1 nonlinear algebraic
𝑡 𝑡 𝑡 𝑡 equations and 2 + 𝑚̂ + 1 unknown parameters. We solve this system
× (𝛽 𝑇 𝐷( 𝜂𝑗 + , 𝛼( 𝜂𝑗 + ))). (63)
2 2 2 2 with the Newton’s iterative method [36]. For example, when 𝑚̂ = 3,
The collocation LS-SVR method is to find the unknown weights by (𝑡) = 0.4 + 3𝑡2 , 𝜚 = 107 ,  = 6, 𝑐𝑖(0) = 0, 𝑖 = 0, 1, 2, 3, and 𝑖(0) = 𝜆(0)
𝑖 =
solving the following constrained optimization problem 0, 𝑖 = 1, 2, … , 6, then by using the Newton’s iterative method for system
1 𝑇 𝜚 (65), we obtain
𝑚𝑖𝑛   +  𝑇 ,
2 2
𝑐0 → 1.85522 × 10−22 , 𝑐1 → −1.48699 × 10−21 , 𝑐2 → −2.65045 × 10−21 ,
s.t.
𝑐3 → 7.44492 × 10−21 , 1 → 1.84006 × 10−22 , 2 → −4.07109 × 10−22 ,
(𝑡𝑗 , ) = 𝑗 , 𝑗 = 1, 2, … ,  . 3 → 2.61622 × 10−22 , 4 → 1.20762 × 10−22 , 5 → −3.11626 × 10−22 ,
6 → 1.52344 × 10−22 , 𝜆1 → −1.84006 × 10−15 , 𝜆2 → 4.07109 × 10−15 ,
With the help of the Lagrangian multipliers, we have the following
𝜆3 → −2.61622 × 10−15 , 𝜆4 → −1.20762 × 10−15 , 𝜆5 → 3.11626 × 10−15 ,
system of nonlinear equations
𝜆6 → −1.52344 × 10−15 .
∑ 
1 𝑇 𝜚
∗ =   + 𝑇  − 𝜆𝑗 ((𝑡𝑗 , ) − 𝑗 ). (64) The AE values of the considered scheme with CCWs scheme for
2 2 𝑗=1
different values of 𝑚̂ with (𝑡) = 0.5 + 0.3 sin(2𝑡) and (𝑡) = 0.4 + 3𝑡2
The nonlinear stochastic differential equation by variable fractional are listed in Tables 3 and 4, respectively. Due to the comparison of AE
Brownian motion (59) has been reduced to a parametric optimization values in these tables, it can be understood that our scheme is more
problem, which can be stated as follows. Find ,  and 𝜆, so that  ∗ accurate than the CCW scheme.
is minimized. The necessary conditions for minimum of Eq. (57) are

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P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

̄ = 1 + 0.3 sin(𝑡) and 𝑇 = 20 (Example 4).

Fig. 2. The (a): NR and (b): RF values for (𝑡) = 0.5 + 0.3 cos(1000𝑡), 𝜁(𝑡)

Table 5 Logistic equation is a famous model in the ecology science. The

The comparison of the AE values of considered scheme with CCWs method for (𝑡) =
classic type of Logistic equation is represented in [41] as
0.7 + 0.2 sin(𝜋𝑡) (Example 3).
𝑡 CCWs method Present method 𝑑𝜂(𝑡) 𝜂(𝑡)
= 𝑟𝜂(𝑡)(1 − ), 𝜂(0) = 𝜂0 ,
𝑚̂ = 32 𝑚̂ = 64 𝑚̂ = 128 𝑚̂ = 3 𝑚̂ = 8 𝑑𝑡 𝜅
0 – – – 1.30 × 10−10 7.30 × 10−12 where 𝜂(𝑡) denotes the size of population, 𝜅 > 0 express the carrying
0.2 3.29 × 10−5 2.40 × 10−4 1.46 × 10−5 2.22 × 10−6 2.22 × 10−6 capacity of environment and 𝑟 is the growth rate of population. It is
0.4 7.71 × 10−5 1.26 × 10−5 8.21 × 10−6 4.44 × 10−6 4.44 × 10−6 showed in [41] that 𝑙𝑖𝑚𝑡→∞ 𝜂(𝑡) = 0 for 𝑟 < 0 and 𝑙𝑖𝑚𝑡→∞ 𝜂(𝑡) = 𝜅 for
0.6 1.15 × 10−4 5.10 × 10−5 4.68 × 10−5 6.67 × 10−6 6.67 × 10−6
𝑟 > 0. Let environmental noise affects on the growth rate 𝑟 as
0.8 3.73 × 10−6 3.67 × 10−6 2.96 × 10−6 8.89 × 10−6 8.89 × 10−6
1 1.06 × 10−3 5.06 × 10−4 3.05 × 10−4 1.11 × 10−5 1.11 × 10−5
𝑟 → 𝑟 + 𝜁̄ 𝜎(𝑡),
̄
𝐶𝑃 𝑈 – – – 0.016 1.266
̄ = 𝑑(𝑡)
where 𝜎(𝑡) 𝑑𝑡
and (𝑡) is a standard Brownian motion, and 𝜁̄ is a
Table 6
given constant. It enhances the classic logistic equation to the following
The comparison of the AE values of considered scheme with CCWs method for (𝑡) = stochastic model
0.7 − 0.25 exp(−𝑡) (Example 3). 𝜂(𝑡) 𝜂(𝑡)
𝑡 CCWs method Present method
𝑑𝜂(𝑡) = 𝑟𝜂(𝑡)(1 − )𝑑𝑡 + 𝜁̄ 𝜂(𝑡)(1 − )𝑑(𝑡),
𝜅 𝜅
𝑚̂ = 32 𝑚̂ = 64 𝑚̂ = 128 𝑚̂ = 3 𝑚̂ = 8
0 – – – 1.30 × 10−10 7.30 × 10−12 𝜂(0) = 𝜂0 .
0.2 1.08 × 10−4 6.97 × 10−4 1.24 × 10−4 2.22 × 10−6 2.22 × 10−6
0.4 2.42 × 10−4 1.48 × 10−4 3.68 × 10−4 4.44 × 10−6 4.44 × 10−6 Since the natural growth of populations commonly vary with respect
0.6 4.95 × 10−4 8.05 × 10−5 5.72 × 10−4 6.67 × 10−6 6.67 × 10−6 to 𝑡, studying the following non-autonomous form of stochastic logistic
0.8 1.93 × 10−4 1.63 × 10−4 6.41 × 10−5 8.89 × 10−6 8.89 × 10−6 equations is preferred [41]
1 1.94 × 10−3 8.49 × 10−4 7.11 × 10−4 1.11 × 10−5 1.11 × 10−5
𝐶𝑃 𝑈 – – – 0.047 3.156
𝜂(𝑡) ̄ 𝜂(𝑡)
𝑑𝜂(𝑡) = 𝑟𝜂(𝑡)(1 − )𝑑𝑡 + 𝜁(𝑡)𝜂(𝑡)(1 − )𝑑(𝑡),
𝜅 𝜅

Example 3. Consider the following nonlinear SDE with VFBm as [1] 𝜂(0) = 𝜂0 .
̄2 2 ̄ − 𝜂 (𝑡))𝑑 2 (𝑡)
𝑑𝜂(𝑡) = 𝜁 𝜂(𝑡)(𝜂 (𝑡) − 1)𝑑𝑡 + 𝜁(1 (𝑡), So, we consider the stochastic model of the logistic equation with the
VFBm as
𝜂(0) = 𝜂0 , 𝜂(𝑡) 𝜂(𝑡)
𝑑𝜂(𝑡) = 𝑟(𝑡)𝜂(𝑡)(1 − ̄
)𝑑𝑡 + 𝜁(𝑡)𝜂(𝑡)(1 − )𝑑(𝑡) (𝑡),
𝜅 𝜅
with the exact solution as
̄ (𝑡) (𝑡)) + 𝜂0 − 1
(1 + 𝜂0 ) exp(2𝜁 𝜂(0) = 𝜂0 .
𝜂(𝑡) = .
̄ (𝑡) (𝑡)) − 𝜂0 + 1
(1 + 𝜂0 ) exp(𝜁
For this problem, we have
For this problem, we have
𝜂0 = 0.3, 𝑟(𝑡) = 0.2, 𝜅 = 1, (𝑡) = 0.5 + 0.3 cos(1000𝑡),
𝜁̄ = 1∕30, 𝜂0 = 0.01, (𝑡) = 0.7 + 0.2 sin(𝜋𝑡),
and
and
(𝑡) = 0.3 + 0.3 exp(−𝑡),
(𝑡) = 0.7 − 0.25 exp(−𝑡).

Tables 5 and 6 contain the AE values of the mentioned scheme and ̄ = 0,

𝜁(𝑡) ̄ = 1 + 0.3 sin(𝑡).
𝜁(𝑡)
CCWs method for (𝑡) = 0.7 + 0.2 sin(𝜋𝑡) and (𝑡) = 0.7 − 0.25 exp(−𝑡),
respectively. The achieved outcomes show that our scheme creates the In Table 7, the NR and residual function (RF) values of the present
numerical results with high accuracy with small terms. ̄ = 0 and 𝜁(𝑡)
method for (𝑡) = 0.5+0.3 cos(1000𝑡) with 𝜁(𝑡) ̄ = 1+0.3 sin(𝑡)
̄
are presented. Moreover, the NR and RF values for 𝜁(𝑡) = 1 + 0.3 sin(𝑡)
Applications in applied problems with (𝑡) = 0.5 + 0.3 cos(1000𝑡) and (𝑡) = 0.3 + 0.3 exp(−𝑡) are depicted
in Figs. 2 and 3, respectively.
Example 4 (Mathematical Ecology). Stochastic logistic equation [1]

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P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

̄ = 1 + 0.3 sin(𝑡) and 𝑇 = 1 (Example 4).

Fig. 3. The (a): NR and (b): RF values for (𝑡) = 0.3 + 0.3 exp(−𝑡), 𝜁(𝑡)

Table 7 and
The NR and RF values of considered scheme for (𝑡) = 0.5 + 0.3 cos(1000𝑡) (Example 4).
𝑡 ̄ =0
𝜁(𝑡) ̄ = 1 + 0.3 sin(𝑡)
𝜁(𝑡) ∑
𝑚̂
𝜂2 (𝑡) ≃ 𝑐2𝑖 𝜙𝑖,𝑚̂ (𝑡) = 2𝑇 𝛷(𝑡), 𝜂2′ (𝑡) ≃ 2𝑇 𝐷𝛷(𝑡), (71)
𝑁𝑅 𝑅𝐹 𝑁𝑅 𝑅𝐹
𝑖=0
0 0.300000 1.51 × 10−14 0.300000 1.52 × 10−14
0.2 0.308467 4.36 × 10−15 0.308467 4.39 × 10−15 where {𝑐1𝑖 } and {𝑐2𝑖 } are unknown weights to be determined as we
0.4 0.317064 3.46 × 10−15 0.317064 3.52 × 10−15
0.6 0.325788 9.02 × 10−16 0.325788 1.78 × 10−15
discuss below.
0.8 0.334634 1.21 × 10−13 0.334634 1.21 × 10−13 Employing Eqs. (69)–(71), the variable fractional Brownian motion
1 0.343599 1.21 × 10−13 0.343599 1.21 × 10−13
𝐶𝑃 𝑈 0.124 0.124 0.625 0.625
operator and the Legendre–Gauss quadrature formula, we get

⎧ 1 (𝑡, 1 , 2 )
⎪ ∑∗
= 1𝑇 𝛷(𝑡) − 1 − 2𝑡 𝑛𝑗=1 𝜔𝑗 (2 − 0.3(2𝑇 𝛷( 2𝑡 𝜂𝑗 + 2𝑡 )))(1𝑇 𝛷( 2𝑡 𝜂𝑗 + 2𝑡 ))
⎪
Example 5 (Biological Systems [1]). Lotka–Volterra is a well-known ⎪ 𝑇 𝑇
−0.2((1 𝛷(𝑡))(𝛽 𝐷1 (𝑡, 𝛼(𝑡))))
nonlinear system appeared in biology [42]. This system proposed for ⎪ ∑∗
⎪ + 10𝑡 𝑛𝑗=1 𝜔𝑗 (1𝑇 𝐷𝛷( 2𝑡 𝜂𝑗 + 2𝑡 ))(𝛽 𝑇 𝐷1 ( 2𝑡 𝜂𝑗 + 2𝑡 , 𝛼( 2𝑡 𝜂𝑗 + 2𝑡 ))),
the observed periodic variations in a predator–prey system. One of the ⎨
simplest stochastic model of the Lotka–Volterra system is described ⎪ 2 (𝑡, 1 , 2 )
⎪ ∑∗
in [42,43] as
⎪ = 2𝑇 𝛷(𝑡) − 1 − 2𝑡 𝑛𝑗=1 𝜔𝑗 (1.5 − 0.1(1𝑇 𝛷( 2𝑡 𝜂𝑗 + 2𝑡 )))(2𝑇 𝛷( 2𝑡 𝜂𝑗 + 2𝑡 ))
{ ⎪ −0.4((2𝑇 𝛷(𝑡))(𝛽 𝑇 𝐷2 (𝑡, 𝛼(𝑡))))
𝑑𝜂1 (𝑡) = (𝛽1 − 𝛼1 𝜂2 (𝑡))𝜂1 (𝑡)𝑑𝑡 + 𝜁̄1 𝜂1 (𝑡)𝑑1 (𝑡), 𝜂1 (0) = 𝜂10 , ∑∗
(66) ⎪
𝑑𝜂2 (𝑡) = (𝛽2 − 𝛼2 𝜂1 (𝑡))𝜂2 (𝑡)𝑑𝑡 + 𝜁̄2 𝜂2 (𝑡)𝑑2 (𝑡), 𝜂2 (0) = 𝜂20 , ⎩ + 5𝑡 𝑛𝑗=1 𝜔𝑗 (2𝑇 𝐷𝛷( 2𝑡 𝜂𝑗 + 2𝑡 ))(𝛽 𝑇 𝐷2 ( 2𝑡 𝜂𝑗 + 2𝑡 , 𝛼( 2𝑡 𝜂𝑗 + 2𝑡 ))).
where 𝜂1 (𝑡) indicates the preys number and 𝜂2 (𝑡) express the predators (72)
number, and 1 (𝑡) and 2 (𝑡) are two independent Brownian motions.
Here, we consider the following Lotka–Volterra system with VFBm as The collocation LS-SVR method is to find the unknown weights by
{
𝑑𝜂1 (𝑡) = (𝛽1 − 𝛼1 𝜂2 (𝑡))𝜂1 (𝑡)𝑑𝑡 + 𝜁̄1 𝜂1 (𝑡)𝑑(𝑡)
1
(𝑡), 𝜂1 (0) = 𝜂10 , solving the following constrained optimization problem
(𝑡)
(67)
𝑑𝜂2 (𝑡) = (𝛽2 − 𝛼2 𝜂1 (𝑡))𝜂2 (𝑡)𝑑𝑡 + 𝜁̄2 𝜂2 (𝑡)𝑑2 (𝑡), 𝜂2 (0) = 𝜂20 . 1 𝑇 1 𝜚 𝜚
𝑚𝑖𝑛   + 𝑇  +  𝑇  +  𝑇  ,
For this problem, we have 2 1 1 2 2 2 2 1 1 2 2 2

𝛼1 = 0.3, 𝛼2 = 0.1, 𝛽1 = 2, 𝛽2 = 1.5, 𝜁̄1 = 0.2, 𝜁̄2 = 0.4, 𝜂10 = 1, 𝜂20 = 1, s.t.

(𝑡) = 0.5, (𝑡) = 0.5 + 0.3 sin(50𝑡), (𝑡) = 0.5 + 0.3 sin(150𝑡). 1 (𝑡𝑗 , 1 , 2 ) = 1𝑗 , 𝑗 = 1, 2, … ,  ,

Now, we solve the aforesaid system via the mentioned technique in

and
Section 4. For this aim, we convert the system (67) into the following
equivalent stochastic integral form as
{ 2 (𝑡𝑗 , 1 , 2 ) = 2𝑗 , 𝑗 = 1, 2, … ,  .
𝑡 𝑡
𝜂1 (𝑡) = 1 + ∫0 (2 − 0.3𝜂2 (𝑠))𝜂1 (𝑠)𝑑𝑠 + 0.2 ∫0 𝜂1 (𝑠)𝑑(𝑠)
1
(𝑠),
𝑡 𝑡 (68)
𝜂2 (𝑡) = 1 + ∫0 (1.5 − 0.1𝜂1 (𝑠))𝜂2 (𝑠)𝑑𝑠 + 0.4 ∫0 𝜂2 (𝑠)𝑑(𝑠)
2
(𝑠). With the help of the Lagrangian multipliers, we have the following
We use integration by parts in Eq. (68) to obtain system of nonlinear equations
⎧ 𝜂 (𝑡) = 1 + ∫ 𝑡 (2 − 0.3𝜂 (𝑠))𝜂 (𝑠)𝑑𝑠 + 0.2𝜂 (𝑡)(𝑡) (𝑡) 1 𝑇 1 𝜚 𝜚
⎪ 1 0 2 1 1 1 ∗ =   + 𝑇  +  𝑇  +  𝑇 
⎪
𝑡
−0.2 ∫0 𝜂1′ (𝑠)(𝑠) (𝑠)𝑑𝑠, 2 1 1 2 2 2 2 1 1 2 2 2
1  
⎨ 𝑡 (𝑡) (69) ∑ ∑
⎪ 𝜂2 (𝑡) = 1 + ∫0 (1.5 − 0.1𝜂1 (𝑠))𝜂2 (𝑠)𝑑𝑠 + 0.4𝜂2 (𝑡)2 (𝑡) − 𝜆1𝑗 (1 (𝑡𝑗 , 1 , 2 ) − 1𝑗 ) − 𝜆2𝑗 (2 (𝑡𝑗 , 1 , 2 ) − 2𝑗 ). (73)
⎪ 𝑡 ′ (𝑠)
−0.4 ∫0 𝜂2 (𝑠)2 (𝑠)𝑑𝑠. 𝑗=1 𝑗=1
⎩
We approximate 𝜂1 (𝑡), 𝜂1′ (𝑡), 𝜂2 (𝑡) and 𝜂2′ (𝑡) by the ChPs and the deriva- The nonlinear stochastic differential equations system by variable
tive operational matrix of ChPs as follows: fractional Brownian motion (68) has been reduced to a parametric opti-
∑
𝑚̂ mization problem, which can be stated as follows. Find 1 , 2 , 1 , 2 , 𝜆1
𝜂1 (𝑡) ≃ 𝑐1𝑖 𝜙𝑖,𝑚̂ (𝑡) = 1𝑇 𝛷(𝑡), 𝜂1′ (𝑡) ≃ 1𝑇 𝐷𝛷(𝑡), (70)
and 𝜆2 , so that  ∗ is minimized. The necessary conditions for minimum
𝑖=0

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P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Fig. 4. The numerical results for (𝑡) = 0.5 + 0.4 sin(3000𝑡) and 𝑇 = 10 (Example 6).

of Eq. (73) are obtained as Table 8

( The NR and RF values of considered scheme for 𝑚̂ = 10 (Example 5).
⎧ 𝜕 ∗ ∑ 𝑡𝑗 ∑𝑛∗ 𝑡 (𝑡) = 0.5 + 0.3 sin(50𝑡) (𝑡) = 0.5 + 0.3 sin(150𝑡)
⎪ 𝜕𝑐1𝑛
= 0 ⇒ 𝑐1𝑛 = 𝑗=1 𝜆1𝑗 𝜙𝑛,𝑚̂ (𝑡𝑗 ) − 2 𝑗 ′ =1 𝜔𝑗 ′ (2 − 0.3
⎪ 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝜂1 (𝑡) 𝜂2 (𝑡) 𝑅𝐹 𝜂1 (𝑡) 𝜂2 (𝑡) 𝑅𝐹
⎪ (1𝑇 𝛷( 2 𝜂𝑗 ′ + 2 )))𝜙𝑛,𝑚̂ ( 2 𝜂𝑗 ′ + 2 ) − 0.2𝜙𝑛,𝑚̂ (𝑡𝑗 )(𝛽 𝑇 𝐷1 (𝑡𝑗 , 𝛼(𝑡𝑗 )))
⎪ 0 1.00000 1.00000 5.51 × 10−10 1.00000 1.00000 5.51 × 10−10
𝑡 ∑ ∗ ∑𝑚̂ 𝑡 𝑡
⎪ + 10𝑗 𝑛𝑗 ′ =1 𝜔𝑗 ′ ( 𝑖=0 𝑎𝑛,𝑖 𝜙𝑖,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) 0.2 1.39215 1.31819 4.49 × 10−11 1.39215 1.31819 4.49 × 10−11
⎪ ) 0.4 1.89667 1.72213 6.52 × 10−11 1.89667 1.72213 6.51 × 10−11
⎪ 𝑡 𝑡 𝑡 𝑡
(𝛽 𝑇 𝐷1 ( 2𝑗 𝜂𝑗 ′ + 2𝑗 , 𝛼( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))) 0.6 2.51486 2.22471 1.09 × 10−10 2.51486 2.22471 1.09 × 10−10
⎪ ( 0.8 3.22510 2.83586 2.03 × 10−10 3.22510 2.83586 2.03 × 10−10
⎪ ∑ 𝑡 ∑ ∗ 𝑡 𝑡 1 3.97336 3.56214 1.24 × 10−9 3.97336 3.56214 1.24 × 10−9
⎪ +  𝑗=1 𝜆2𝑗 − 2𝑗 𝑛𝑗 ′ =1 𝜔𝑗 ′ (1.5 − 0.1(𝜙𝑛,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 )))
⎪ ) CPU – – 2.656 – – 2.125
⎪ 𝑡 𝑡
⎪ (2𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) , 𝑛 = 0, 1, … , 𝑚, ̂
⎪ ( Table 9
⎪ 𝜕 ∗ ∑ 𝑡 ∑ ∗ 𝑡 𝑡
⎪ = 0 ⇒ 𝑐2𝑛 =  𝑗=1 𝜆1𝑗 − 2𝑗 𝑛𝑗 ′ =1 𝜔𝑗 ′ (2 − 0.3(𝜙𝑛,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))) The comparison of the RF values for different values 𝑚̂ with (𝑡) = 0.5 + 0.4 sin(3000𝑡)
⎪
𝜕𝑐2𝑛
) ( and 𝜁̄ = 0.1 (Example 6).
⎨ 𝑡 𝑡 ∑ 𝑡 ∑ ∗
⎪ (1𝑇 𝛷( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) +  𝑗=1 𝜆2𝑗 𝜙𝑛,𝑚̂ (𝑡𝑗 ) − 2𝑗 𝑛𝑗 ′ =1 𝜔𝑗 ′ (1.5 − 0.1 𝑡 𝑚̂ = 5 𝑚̂ = 7 𝑚̂ = 9 𝑚̂ = 10

⎪ 𝑡𝑗 𝑡𝑗 𝑡𝑗 𝑡𝑗 0 1.04 × 10−5 1.19 × 10−7 2.72 × 10−9 2.15 × 10−10

⎪ (1𝑇 𝛷( 2 𝜂𝑗 ′ + 2 )))𝜙𝑛,𝑚̂ ( 2 𝜂𝑗 ′ + 2 ) − 0.4𝜙𝑛,𝑚̂ (𝑡𝑗 )(𝛽 𝑇 𝐷2 (𝑡𝑗 , 𝛼(𝑡𝑗 ))) 0.2 1.57 × 10−6 2.69 × 10−8 6.21 × 10−10 1.56 × 10−11
⎪ 𝑡 ∑ ∗ ∑𝑚̂ 𝑡 𝑡 0.4 2.66 × 10−7 1.83 × 10−9 3.06 × 10−10 1.42 × 10−11
⎪ + 5𝑗 𝑛𝑗 ′ =1 𝜔𝑗 ′ ( 𝑖=0 𝑎𝑛,𝑖 𝜙𝑖,𝑚̂ ( 2𝑗 𝜂𝑗 ′ + 2𝑗 )) 2.66 × 10−7 1.83 × 10−9 2.83 × 10−10 3.73 × 10−11
⎪ ) 0.6
𝑡 𝑡 𝑡 𝑡 0.8 1.04 × 10−6 2.83 × 10−8 5.01 × 10−10 1.55 × 10−11
⎪ (𝛽 𝑇 𝐷2 ( 2𝑗 𝜂𝑗 ′ + 2𝑗 , 𝛼( 2𝑗 𝜂𝑗 ′ + 2𝑗 ))) , 𝑛 = 0, 1, … , 𝑚,
̂
⎪ 1 5.30 × 10−6 1.32 × 10−7 1.95 × 10−9 3.68 × 10−10
⎪ 𝜕 ∗
𝐶𝑃 𝑈 0.062 0.203 0.422 0.516
⎪ 𝜕1𝑗
= 0 ⇒ 𝜚1𝑗 + 𝜆1𝑗 = 0, 𝑗 = 1, 2, … ,  ,
⎪
⎪ 𝜕 ∗
= 0 ⇒ 𝜚2𝑗 + 𝜆2𝑗 , 𝑗 = 1, 2, … ,  ,
⎪ 𝜕2𝑗
⎪ 𝜕 ∗ where 𝜁̄ is a real constant and 𝜎(𝑡) ̄ = 𝑑(𝑡) . The above classical stochastic
⎪ 𝜕𝜆1𝑗
= 0 ⇒ 1 (𝑡𝑗 , 1 , 2 ) = 1𝑗 , 𝑗 = 1, 2, … ,  , 𝑑𝑡
⎪ differential equation can be rewritten in a canonical stochastic system
𝜕 ∗
⎪ = 0 ⇒ 2 (𝑡𝑗 , 1 , 2 ) = 2𝑗 , 𝑗 = 1, 2, … ,  . as follows
⎩ 𝜕𝜆2𝑗
{
(74) 𝑑𝜂1 (𝑡) = 𝜂2 (𝑡)𝑑𝑡, 𝜂1 (0) = 𝜂10 ,
𝑑𝜂2 (𝑡) = − sin(𝜂1 (𝑡)) − 𝜁̄ 𝜂2 (𝑡)𝑑(𝑡), 𝜂2 (0) = 𝜂20 ,
Therefore, we obtain a system with 4 + 2𝑚̂ + 2 nonlinear algebraic
Now, we consider the following Pendulum system with VFBm as
equations and 4 + 2𝑚̂ + 2 unknown parameters. We solve this system
{
with the Newton’s iterative method [36]. For example, when 𝑚̂ = 3, 𝑑𝜂1 (𝑡) = 𝜂2 (𝑡)𝑑𝑡, 𝜂1 (0) = 𝜂10 ,
(0) (0) (75)
(𝑡) = 0.5 + 0.3 sin(150𝑡), 𝜚 = 107 ,  = 6, 𝑐1𝑖 , 𝑐2𝑖 = 0, 𝑖 = 0, 1, 2, 3, and 𝑑𝜂2 (𝑡) = − sin(𝜂1 (𝑡)) − 𝜁̄ 𝜂2 (𝑡)𝑑(𝑡) (𝑡), 𝜂2 (0) = 𝜂20 .
(0) (0) (0) (0)
1𝑖 , 2𝑖 , 𝜆1𝑖 , 𝜆2𝑖 = 0, 𝑖 = 1, 2, … , 6, then by using the Newton’s iterative
For this problem we have
method for system (74), we obtain
𝜋
𝜂10 = , 𝜂20 = 1, 𝜁̄ ∈ [0, 3𝜋], (𝑡) = 0.5 + 0.4 sin(3000𝑡).
𝑐10 → 0.143182, 𝑐11 → 0.530131, 𝑐12 → 1.39067, 𝑐13 → 3.94363, 3
𝑐20 → 0.142795, 𝑐21 → 0.510206, 𝑐22 → 1.22007, 𝑐23 → 3.06215, The RF values for different values 𝑚̂ with (𝑡) = 0.5 + 0.4 sin(3000𝑡)
11 → 0.000584004, 12 → −0.00131668, 13 → 0.000698258, and 𝜁̄ = 0.1 are presented in Table 9. The curves of numerical results
14 → 0.000946749, 15 → −0.00183989, 16 → 0.0008945, for (𝑡) = 0.5 + 0.4 sin(3000𝑡) with 𝜁̄ = 0, 0.1, 0.3 are plotted in Fig. 4.
21 → 0.000109976, 22 → −0.000255744, 23 → 0.0000781515,
24 → 0.0000245698, 25 → −0.000339905, 26 → 0.000109058,
Example 7 (Stochastic Population Growth Model in a Closed System [1]).
𝜆11 → −584.004, 𝜆12 → 1316.68, 𝜆13 → −698.258, 𝜆14 → −946.749,
One of the studied model for balancing the population size is the
𝜆15 → 1839.89, 𝜆16 → −894.5, 𝜆21 → −109.976, 𝜆22 → 255.744,
standard logistic growth affected by the build up of toxins. This delete-
𝜆23 → −78.1515, 𝜆24 → −245.698, 𝜆25 → 339.905, 𝜆26 → −109.058.
rious effect on the size of population mathematically can be described
The NR and RF values of the present method for (𝑡) = 0.5 + as follows [45]
03 sin(50𝑡) and (𝑡) = 0.5 + 0.3 sin(150𝑡) are exhibited in Table 8. 𝑡̄
𝑑𝑋
= 𝛾𝑋 − 𝜉𝑋 − 𝜚𝑋 𝑋(𝑠)𝑑𝑠, 𝑋(0) = 𝑥0 , (76)
𝑑 𝑡̄ ∫0
Example 6 (Physics Problems). Pendulum problem [1]
where the parameter 𝛾 shows the coefficient of the birth rate, 𝜉 > 0
The nonlinear stochastic pendulum equation is given in [44] by
indicates the coefficient of the crowding and the term including the
𝑥′′ + 𝜁̄ 𝑥′ 𝜎̄ + sin(𝑥) = 0, 𝑥(0) = 𝜂10 , 𝑥′ (0) = 𝜂20 , integral denotes the ‘‘total amount’’ or a ‘‘total metabolism’’ of toxins

10
P. Rahimkhani and Y. Ordokhani Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 163 (2022) 112570

Fig. 5. The numerical results for (𝑎) ∶ (𝑡) = 0.5 + 0.4 sin(2000𝑡) and (𝑏) ∶ (𝑡) = 0.6 − 0.5 exp(−𝑡) with 𝑚̂ = 5, 𝑇 = 5 (Example 7).

Table 10 quadrature. The collocation LS-SVR approach is expressed for train-

The comparison of the RF values for different values 𝑚̂ with (𝑡) = 0.5 + 0.4 sin(2000𝑡)
ing the network by using the Chelyshkov kernel. The formulation of
and 𝜁̄ = 0.5 (Example 7).
the method gives rise to an optimization problem. Finally the classi-
𝑡 𝑚̂ = 4 𝑚̂ = 6 𝑚̂ = 8 𝑚̂ = 10
cal optimization and Newton’s iterative method are applied to train
0 3.54 × 10−6 6.13 × 10−8 4.41 × 10−10 4.47 × 10−13
this problem. We discussed convergence and error analysis for men-
0.2 4.82 × 10−7 1.96 × 10−8 2.11 × 10−11 9.06 × 10−14
0.4 8.42 × 10−7 1.75 × 10−8 1.17 × 10−10 1.67 × 10−13 tioned scheme. Several numerical examples investigated to examine
0.6 7.00 × 10−7 1.72 × 10−8 1.21 × 10−10 3.53 × 10−13 the superiority and efficiency of the technique proposed in the current
0.8 2.72 × 10−7 1.84 × 10−8 2.35 × 10−11 2.44 × 10−13 paper.
1 1.25 × 10−6 5.50 × 10−8 5.13 × 10−10 1.48 × 10−11
𝐶𝑃 𝑈 0.516 2.719 9.125 25.344
CRediT authorship contribution statement

P. Rahimkhani: Conceived of the presented idea, Developed the

𝜚
produced since the initial time. By change of variable 𝑡 = and defining theory and performed the computations, Investigate a new method and
𝜉
𝜂 = 𝛾𝜉 𝑋, and by putting 𝜅 = 𝛾𝜉 , we get supervised the findings of this work, Contributed to the design and
𝜚
implementation of the research, Analysis of the results, Writing of the
( 𝑡 )
𝑑𝜂(𝑡) manuscript. Y. Ordokhani: Conceived of the presented idea, Verified
= 𝜅𝜂(𝑡) 1 − 𝜂(𝑡) − 𝜂(𝑠)𝑑𝑠 , 𝜂(0) = 𝜂0 . (77)
𝑑𝑡 ∫0 the analytical methods, Contributed to the design and implementation
The stochastic model of the above equation can be obtained by putting of the research, Analysis of the results, Writing of the manuscript.
𝜅 = 𝑟 + 𝜁̄ 𝜎(𝑡) ̄ = 𝑑(𝑡)
̄ in which 𝜎(𝑡) 𝑑𝑡
and 𝜁̄ is a nonstochastic coefficient
which indicates the intensity of noise. So, we get Declaration of competing interest
𝑡
𝑑𝜂(𝑡) = 𝑟𝜂(𝑡)(1 − 𝜂(𝑡) − 𝜂(𝑠)𝑑𝑠)𝑑𝑡 + 𝜁̄ 𝜂(𝑡)(1 − 𝜂(𝑡) The authors declare that they have no known competing finan-
∫0 cial interests or personal relationships that could have appeared to
𝑡
− 𝜂(𝑠)𝑑𝑠)𝑑(𝑡), 𝜂(0) = 𝜂0 . (78) influence the work reported in this paper.
∫0
Now, we consider the following stochastic population growth model Data availability
with VFBm as
𝑡 The authors do not have permission to share data.
𝑑𝜂(𝑡) = 𝑟𝜂(𝑡)(1 − 𝜂(𝑡) − 𝜂(𝑠)𝑑𝑠)𝑑𝑡 + 𝜁̄ 𝜂(𝑡)(1 − 𝜂(𝑡)
∫0
𝑡 Acknowledgements
− 𝜂(𝑠)𝑑𝑠)𝑑(𝑡) (𝑡), 𝜂(0) = 𝜂0 . (79)
∫0
For this problem we have We express our sincere thanks to the anonymous referees for valu-
able suggestions that improved the paper. All authors contributed
𝜁̄ = 0, 0.5, 𝜂0 = 0.1, 𝑟 = 1, (𝑡) = 0.5 + 0.4 sin(2000𝑡) equally and significantly in writing this article. All authors read and
approved the final manuscript.
and

(𝑡) = 0.6 − 0.5 exp(−𝑡). References

The RF values for various choices 𝑚̂ with (𝑡) = 0.5 + 0.4 sin(2000𝑡) and
𝜁̄ = 0.5 are demonstrated in Table 10. The curves of numerical results
for (𝑡) = 0.5 + 0.4 sin(2000𝑡) and (𝑡) = 0.6 − 0.5 exp(−𝑡) with 𝜁̄ = 0, 0.5
are plotted in Fig. 5.
7. Conclusion
In this work, an efficient scheme based on the ChPs and LS-SVR is
presented for numerical solution a class of nonlinear stochastic differ-
ential equations by variable-fractional Brownian motion. The derivative
operational matrix (DOM) and variable-order fractional integral opera-
tor (VFIO) of Chelyshkov polynomials are derived. Then, variable-order
fractional Brownian motion is approximated by using DOM, VFIO,
the definition of standard Brownian motion and the Gauss–Legendre
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