Numerical approximation for one type of stochastic differential equations based on the Legendre polynomials

zbMATH Open1224.65012MaRDI QIDQ3073019FDOQ3073019

Authors: Dong Qu 

Publication date: 5 February 2011

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zbMATH Keywords

numerical examplesstochastic differential equationsexponential convergenceLegendre polynomialdecay coefficientstochastic diffusions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (3)

• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
• Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
• Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials

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