Numerical Treatment of Nonlinear Stochastic Ito-Volterra Integral Equations by Piecewise Spectral-Collocation Method

被引:12
作者
Mohammadi, Fakhrodin [1 ]
机构
[1] Univ Hormozgan, Dept Math, POB 3995, Bandar Abbas, Iran
来源
JOURNAL OF COMPUTATIONAL AND NONLINEAR DYNAMICS | 2019年 / 14卷 / 03期
关键词
Ito-Volterra integral equation; Chebyshev-Gauss-Radau points; collocation method; Lagrange interpolation; COMPUTATIONAL METHOD; OPERATIONAL MATRIX; GALERKIN METHOD; KIND;
D O I
10.1115/1.4042440
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
This paper deals with the approximate solution of nonlinear stochastic Ito-Volterra integral equations (NSIVIE). First, the solution domain of these nonlinear integral equations is divided into a finite number of subintervals. Then, the Chebyshev-Gauss-Radau points along with the Lagrange interpolation method are employed to get approximate solution of NSIVIE in each subinterval. The method enjoys the advantage of providing the approximate solutions in the entire domain accurately. The convergence analysis of the numerical method is also provided. Some illustrative examples are given to elucidate the efficiency and applicability of the proposed method.
引用
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页数:8
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