A spectral collocation method for solving stochastic fractional integro-differential equation
In this paper, a numerical scheme based on shifted Vieta-Lucas polynomials is utilised to solve mentioned equation. The main characteristic of the presented method is to approximate Brownian motion with help of the Gauss-Legendre quadrature, which makes calculations easier. Another character...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Qom University of Technology
2025-06-01
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| Series: | Mathematics and Computational Sciences |
| Subjects: | |
| Online Access: | https://mcs.qut.ac.ir/article_721358_5de3fbd101655e0cc834cb8d33d42469.pdf |
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| Summary: | In this paper, a numerical scheme based on shifted Vieta-Lucas polynomials is utilised to solve mentioned equation. The main characteristic of the presented method is to approximate Brownian motion with help of the Gauss-Legendre quadrature, which makes calculations easier. Another characteristic of this method are employed suitable collocation points to convert the stochastic equation under the study into a system of algebraic equations by using the operational matrices. So that, Newton's method is applied to solve them. The convergence analysis and error bound of the suggested method are well established. Additionally, the proofs related to the existence and uniqueness of the solutions for the equations under investigation have been provided. In order to illustrate the effectiveness, compatibility and plausibility of the proposed technique, four numerical examples are presented. |
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| ISSN: | 2717-2708 |