A pseudo-spectral scheme for variable order fractional stochastic Volterra integro-differential equations

• Type: Article in International Scientific Journal
• Date: 2022

Authors

Algahtani, O (Author) Other; Abdelkawy, MA (Author) Other; António Mendes Lopes (Author) FEUP

Journal

The Journal is awaiting validation by the Administrative Services.

Title: AIMS MATHEMATICS

Vol. 7

ISSN: 2473-6988

Indexing

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Other information

Authenticus ID: P-00W-TAZ

DOI: 10.3934/math.2022846

Abstract (EN): A spectral collocation method is proposed to solve variable order fractional stochastic Volterra integro-differential equations. The new technique relies on shifted fractional order Legendre orthogonal functions outputted by Legendre polynomials. The original equations are approximated using the shifted fractional order Legendre-Gauss-Radau collocation technique. The function describing the Brownian motion is discretized by means of Lagrange interpolation. The integral components are interpolated using Legendre-Gauss-Lobatto quadrature. The approach reveals superiority over other classical techniques, especially when treating problems with non-smooth solutions.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 18