Abstract

<abstract><p>A spectral collocation method is proposed to solve variable order fractional stochastic Volterra integro-differential equations. The new technique relies on shifted fractional order Legendre orthogonal functions outputted by Legendre polynomials. The original equations are approximated using the shifted fractional order Legendre-Gauss-Radau collocation technique. The function describing the Brownian motion is discretized by means of Lagrange interpolation. The integral components are interpolated using Legendre-Gauss-Lobatto quadrature. The approach reveals superiority over other classical techniques, especially when treating problems with non-smooth solutions.</p></abstract>

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