Shifted Legendre spectral collocation technique for solving stochastic Volterra–Fredholm integral equations-Reference-Cited by-同舟云学术

Shifted Legendre spectral collocation technique for solving stochastic Volterra–Fredholm integral equations

Published:2021-06-04 Issue:0 Volume:0 Page:
ISSN:2191-0294
Container-title:International Journal of Nonlinear Sciences and Numerical Simulation
language:en
Short-container-title:

Author:

Abdelkawy Mohamed A.¹²

Affiliation:

1. Department of Mathematics, Faculty of Science , Beni-Suef University , Beni-Suef , Egypt

2. Department of Mathematics and Statistics, College of Science , Imam Mohammad Ibn Saud Islamic University (IMSIU) , Riyadh , Saudi Arabia

Abstract

Abstract This paper addresses a spectral collocation technique to treat the stochastic Volterra–Fredholm integral equations (SVF-IEs). The shifted Legendre–Gauss–Radau collocation (SL-GR-C) method is developed for approximating the FSV-IDEs. The principal target in our technique is to transform the SVF-IEs to a system of algebraic equations. For computational purposes, the Brownian motion W(x) is discretized by Lagrange interpolation. While the integral terms are interpolated by Legendre–Gauss–Lobatto quadrature. Some numerical examples are given to test the accuracy and applicability of our technique. Also, an error analysis is introduced for the proposed method.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,General Physics and Astronomy,Mechanics of Materials,Engineering (miscellaneous),Modeling and Simulation,Computational Mechanics,Statistical and Nonlinear Physics

Link

https://www.degruyter.com/document/doi/10.1515/ijnsns-2020-0144/pdf

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