On the Approximate Solution of Partial Integro-Differential Equations Using the Pseudospectral Method Based on Chebyshev Cardinal Functions
Ferdous, Tchier, Fairouz; Dassios, Ioannis; Tawfiq, . 2021
In this paper, we apply the pseudospectral method based on the Chebyshev cardinal function to solve the parabolic partial integro-differential equations (PIDEs). Since these equations play a key role in mathematics, physics, and engineering, finding an appropriate solution is important. We use an efficient method to solve PIDEs, especially for the integral part. Unlike when using Chebyshev functions, when using Chebyshev cardinal functions it is no longer necessary to integrate to find expansion coefficients of a given function. This reduces the computation. The convergence analysis is investigated and some numerical examples guarantee our theoretical results. We compare the presented method with others. The results confirm the efficiency and accuracy of the method.
Systems of high-dimensional nonlinear ordinary differential equations play a significant
role in Physics and applied sciences including big-data optimization, financial models, epidemic…