JOURNAL ARTICLE

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.

  • Published In: Mathematical Methods in the Applied Sciences, 2023, v. 46, n. 13. P. 14026 1 of 3

  • Database: Academic Search Ultimate 2 of 3

  • Authored By: Saha Ray, Santanu; Gupta, Reema 3 of 3

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 are well established. Consequently, two illustrative examples are provided to demonstrate the efficiency, plausibility, reliability, and consistency of the current methodology. [ABSTRACT FROM AUTHOR]

Additional Information

  • Source:Mathematical Methods in the Applied Sciences. 2023/09, Vol. 46, Issue 13, p14026
  • Document Type:Article
  • Subject Area:History
  • Publication Date:2023
  • ISSN:0170-4214
  • DOI:10.1002/mma.9302
  • Accession Number:169971089
  • Copyright Statement:Copyright of Mathematical Methods in the Applied Sciences is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

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