Stochastic integrodifferential models of fractional orders and Leffler nonsingular kernels: well-posedness theoretical results and Legendre Gauss spectral collocation approximations

Stochastic fractional integrodifferential models are widely employed to model several natural phenomena these days. This current work focuses on the well-posedness results and numerical solutions of a specific form of these models considering the Leffler nonsingular kernels operator wherein the stochastic term is driven by the standard Brownian motion. Accordingly, a combination of sufficient conditions, topological theorems, and Banach space theory are utilized to construct the well-posedness proof. For treating the numerical issue, a familiar spectral collocation technique relying upon shifted Legendre series expansion theory is proposed. The basic properties of Brownian motion and a linear spline interpolation method are used to simulate the standard Brownian motion at a fixed time value. In addition, the idea of the Gauss-Legendre numerical integration rule is implemented to approximate the finite integral. We also devote our attention to the concept of convergence of the proposed method and demonstrate its analysis. Ultimately, the obtained theoretical results and the presented method are examined with five numerous applications. The obtained results indicate the high accuracy and efficiency of applying this method in solving stochastic models of the above-mentioned form.