A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
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Publication:2632922
error analysisLegendre-Gauss-lobatto pointsspectral collocation methodstochastic Volterra integro-differential equations
Random integral equations (45R05) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for integral equations (65R20)
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Cited in
(16)- Spectral solutions of system of Volterra integro-differential equations and their error analysis
- Bernstein collocation method for neutral type functional differential equation
- Analysis of stochastic delayed SIRS model with exponential birth and saturated incidence rate
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
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- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- A stochastic collocation method for stochastic Volterra equations of the second kind
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
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- On dynamics of stochastic avian influenza model with asymptomatic carrier using spectral method
- Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
- Legendre spectral-Monte Carlo method and its error analysis for nonlinear stochastic Itô-Volterra integral equation
- Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations
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