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

• Tipo: Artigo em Revista Científica Internacional
• Data: 2022

Autores

Algahtani, O (Autor) Outra; Abdelkawy, MA (Autor) Outra; António Mendes Lopes (Autor) FEUP

Revista

A Revista está pendente de validação pelos Serviços Administrativos.

Título: AIMS MATHEMATICS

Vol. 7

ISSN: 2473-6988

Indexação

ISI Web of Knowledge - 0 Citações

Scopus - 0 Citações

Outras Informações

ID Authenticus: 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 18