Startseite Shifted Legendre spectral collocation technique for solving stochastic Volterra–Fredholm integral equations
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Shifted Legendre spectral collocation technique for solving stochastic Volterra–Fredholm integral equations

  • Mohamed A. Abdelkawy EMAIL logo
Veröffentlicht/Copyright: 4. Juni 2021
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Abstract

This paper addresses a spectral collocation technique to treat the stochastic Volterra–Fredholm integral equations (SVF-IEs). The shifted Legendre–Gauss–Radau collocation (SL-GR-C) method is developed for approximating the FSV-IDEs. The principal target in our technique is to transform the SVF-IEs to a system of algebraic equations. For computational purposes, the Brownian motion W(x) is discretized by Lagrange interpolation. While the integral terms are interpolated by Legendre–Gauss–Lobatto quadrature. Some numerical examples are given to test the accuracy and applicability of our technique. Also, an error analysis is introduced for the proposed method.


Corresponding author: Mohamed A. Abdelkawy, Department of Mathematics, Faculty of Science, Beni-Suef University, Beni-Suef, Egypt; and Department of Mathematics and Statistics, College of Science, Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, Saudi Arabia, E-mail:

  1. Author contribution: All the authors have accepted responsibility for the entire content of this submitted manuscript and approved submission.

  2. Research funding: None declared.

  3. Conflict of interest statement: The authors declare no conflicts of interest regarding this article.

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Received: 2020-07-04
Revised: 2021-03-24
Accepted: 2021-05-12
Published Online: 2021-06-04
Published in Print: 2023-02-23

© 2021 Walter de Gruyter GmbH, Berlin/Boston

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