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.
