Pages that link to "Item:Q437845"
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The following pages link to Interpolation solution in generalized stochastic exponential population growth model (Q437845):
Displayed 29 items.
- Mean square solution of Bessel differential equation with uncertainties (Q313632) (← links)
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix (Q356082) (← links)
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302) (← links)
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
- Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526) (← links)
- The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order (Q785207) (← links)
- Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains (Q1658807) (← links)
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations (Q1675989) (← links)
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997) (← links)
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
- An approximate solution for stochastic Burgers' equation driven by white noise (Q2085012) (← links)
- An approximation method for stochastic heat equation driven by white noise (Q2101361) (← links)
- Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach (Q2175826) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation (Q2243277) (← links)
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (Q2245061) (← links)
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order (Q2332736) (← links)
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method (Q2357439) (← links)
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis (Q2632922) (← links)
- Wavelets Galerkin method for solving stochastic heat equation (Q2957743) (← links)
- (Q4627201) (← links)
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (Q5859963) (← links)
- A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise (Q6074160) (← links)
- A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
- A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel (Q6185419) (← links)