A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
Abstract:In this paper, a collocation method based on shifted second‐order Chebyshev polynomials is implemented to obtain the approximate solution of the stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel. In this method, operational matrices are used to convert the stochastic Itô–Volterra integral equation to algebraic equations that are linear. The algorithm of the proposed numerical scheme has been presented in this paper. Also, the error bound and convergence of the proposed method a… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.