文章基本信息

标题：Chebyshev spectral collocation method for stochastic delay differential equations
本地全文：下载
作者：Zhengwei Yin ; Siqing Gan
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2015
卷号：2015
期号：1
页码：113
DOI：10.1186/s13662-015-0447-1
语种：English
出版社：Hindawi Publishing Corporation
摘要：The purpose of the paper is to propose the Chebyshev spectral collocation method to solve a certain type of stochastic delay differential equations. Based on a spectral collocation method, the scheme is constructed by applying the differentiation matrix D N $D_{N}$ to approximate the differential operator d d t $ rac{d}{dt}$ . D N $D_{N}$ is obtained by taking the derivative of the interpolation polynomial P N ( t ) $P_{N}(t)$ , which is interpolated by choosing the first kind of Chebyshev-Gauss-Lobatto points. Finally, numerical experiments are reported to show the accuracy and effectiveness of the method.
关键词：spectral collocation method ; stochastic delay differential equations ; Lamperti-type transformation ; Chebyshev-Gauss-Lobatto nodes