Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
DOI10.1016/j.cam.2017.02.027zbMath1366.65006OpenAlexW2594395784WikidataQ115359813 ScholiaQ115359813MaRDI QIDQ2357439
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
convergenceNewton's methodnumerical examplesshifted Legendre polynomialsspectral collocationNewton-Cotes rulesstochastic fractional integro-differential equations
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)
Related Items (28)
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