Chebyshev spectral collocation method for stochastic delay differential equations

DOI10.1186/s13662-015-0447-1zbMath1422.60109OpenAlexW2113425122WikidataQ59435432 ScholiaQ59435432MaRDI QIDQ1794979

Zhengwei Yin, Si-qing Gan

Publication date: 16 October 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0447-1

zbMATH Keywords

spectral collocation methodstochastic delay differential equationsLamperti-type transformationChebyshev-Gauss-Lobatto nodes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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