Shifted fractional Legendre spectral collocation technique for solving fractional stochastic Volterra integro-differential equations

• Tipo: Artigo em Revista Científica Internacional
• Data: 2021

Autores

E. H. Doha (Autor) Outra; M. A. Abdelkawy (Autor) Outra; A. Z. M. Amin (Autor) Outra; António Mendes Lopes (Autor) FEUP

Revista

Título: Engineering with Computers

Páginas: 1-11

ISSN: 0177-0667

Editora: Springer Nature

Indexação

ISI Web of Knowledge - 0 Citações

Scopus - 1 Citação

Outras Informações

ID Authenticus: P-00T-CS2

DOI: 10.1007/s00366-020-01263-w

Abstract (EN): This paper presents a spectral collocation technique to solve fractional stochastic Volterra integro-differential equations (FSV-IDEs). The algorithm is based on shifted fractional order Legendre orthogonal functions generated by Legendre polynomials. The shifted fractional order Legendre-Gauss-Radau collocation (SFL-GR-C) method is developed for approximating the FSV-IDEs, with the objective of obtaining a system of algebraic equations. For computational purposes, the Brownian motion function W(x) is discretized by Lagrange interpolation, while the integral terms are interpolated by Legendre-Gauss-Lobatto quadrature. Numerical examples demonstrate the accuracy and applicability of the proposed technique, even when dealing with non-smooth solutions.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 11