A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis

DOI10.1186/s13662-019-2096-2zbMath1459.65013OpenAlexW2947856316WikidataQ127962167 ScholiaQ127962167MaRDI QIDQ2632922

Mushtaq Ali, Sami Ullah Khan, Ishtiaq Ali

Publication date: 15 May 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2096-2

zbMATH Keywords

error analysisspectral collocation methodstochastic Volterra integro-differential equationsLegendre-Gauss-lobatto points

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Stochastic integral equations (60H20) Random integral equations (45R05)

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