Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method

DOI10.1016/j.cam.2017.02.027zbMath1366.65006OpenAlexW2594395784WikidataQ115359813 ScholiaQ115359813MaRDI QIDQ2357439

Yanyan Li

Publication date: 13 June 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.027

zbMATH Keywords

convergenceNewton's methodnumerical examplesshifted Legendre polynomialsspectral collocationNewton-Cotes rulesstochastic fractional integro-differential equations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

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