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

• Type: Article in International Scientific Journal
• Date: 2021

Authors

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

Journal

Title: Engineering with Computers

Pages: 1-11

ISSN: 0177-0667

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 0 Citations

Scopus - 1 Citation

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 11