An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921): Difference between revisions

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scientific article

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English	An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics	scientific article

Statements

instance of

scholarly article

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title

An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (English)

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author

F. M. Maalek Ghaini

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Mohammad Heydari

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Mohammad Reza Hooshmandasl

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Carlo Cattani

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published in

Journal of Computational Physics

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publication date

20 December 2016

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zbMATH Keywords

generalized hat basis functions

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stochastic operational matrix

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nonlinear stochastic Itō integral equations

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Itō integral

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Brownian motion process

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stochastic population growth models

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stochastic pendulum problems

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jcp.2014.11.042

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cites work

Q3272067

0 references

On Volterra’s Population Equation

0 references

Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains

0 references

Interpolation solution in generalized stochastic exponential population growth model

0 references

Time-lag control systems

0 references

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

0 references

Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix

0 references

A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix

0 references

Approximate travelling waves for generalized KPP equations and classical mechanics

0 references

Numerical solution of stochastic differential equations with jumps in finance

0 references

Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation

0 references

Numerical solution of stochastic differential equations by second order Runge-Kutta methods

0 references

Numerical solution of random differential equations: a mean square approach

0 references

Mean square numerical solution of random differential equations: Facts and possibilities

0 references

Stochastic differential equations. An introduction with applications.

0 references

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

0 references

Q3884916

0 references

Q3692563

0 references

Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type

0 references

Euler schemes and large deviations for stochastic Volterra equations with singular kernels

0 references

One linear analytic approximation for stochastic integrodifferential equations

0 references

Q2941222

0 references

Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach

0 references

Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

0 references

Backward stochastic Volterra integral equations and some related problems

0 references

On a class of backward stochastic Volterra integral equations

0 references

A numerical method for solving systems of linear and nonlinear integral equations of the second kind by hat basis functions

0 references

A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions

0 references

A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

0 references

Stochastic differential equations. An introduction with applications.

0 references

Q4404205

0 references

Q4714065

0 references

A note on stability of stochastic logistic equation

0 references

Q4429919

0 references

Numerical solution of a stochastic population growth model in a closed system

0 references

Q5493417

0 references

Identifiers

zbMATH Open document ID

1351.60088

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DOI

10.1016/j.jcp.2014.11.042

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:728921

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-Mohammad Heydari
@@ Property / author: Mohammad Heydari / rank @@
-Normal rank
@@ Property / author @@
-Mohammad Reza Hooshmandasl
@@ Property / author: Mohammad Reza Hooshmandasl / rank @@
-Normal rank
@@ Property / author @@
-Carlo Cattani
@@ Property / author: Carlo Cattani / rank @@
-Normal rank
@@ Property / author @@
+Mohammad Heydari
@@ Property / author: Mohammad Heydari / rank @@
+Normal rank
@@ Property / author @@
+Mohammad Reza Hooshmandasl
@@ Property / author: Mohammad Reza Hooshmandasl / rank @@
+Normal rank
@@ Property / author @@
+Carlo Cattani
@@ Property / author: Carlo Cattani / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jcp.2014.11.042
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+W2077620902
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@@ Property / cites work @@
+Q3272067
@@ Property / cites work: Q3272067 / rank @@
+Normal rank
@@ Property / cites work @@
+On Volterra’s Population Equation
@@ Property / cites work: On Volterra’s Population Equation / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains
+Normal rank
@@ Property / cites work @@
+Interpolation solution in generalized stochastic exponential population growth model
+Normal rank
@@ Property / cites work @@
+Time-lag control systems
@@ Property / cites work: Time-lag control systems / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
+Normal rank
@@ Property / cites work @@
+Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
+Normal rank
@@ Property / cites work @@
+A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
+Normal rank
@@ Property / cites work @@
+Approximate travelling waves for generalized KPP equations and classical mechanics
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations with jumps in finance
+Normal rank
@@ Property / cites work @@
+Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations by second order Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential equations: a mean square approach
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of random differential equations: Facts and possibilities
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3884916
@@ Property / cites work: Q3884916 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3692563
@@ Property / cites work: Q3692563 / rank @@
+Normal rank
@@ Property / cites work @@
+Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
+Normal rank
@@ Property / cites work @@
+Euler schemes and large deviations for stochastic Volterra equations with singular kernels
+Normal rank
@@ Property / cites work @@
+One linear analytic approximation for stochastic integrodifferential equations
+Normal rank
@@ Property / cites work @@
+Q2941222
@@ Property / cites work: Q2941222 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic Volterra integral equations and some related problems
+Normal rank
@@ Property / cites work @@
+On a class of backward stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+A numerical method for solving systems of linear and nonlinear integral equations of the second kind by hat basis functions
+Normal rank
@@ Property / cites work @@
+A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions
+Normal rank
@@ Property / cites work @@
+A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714065
@@ Property / cites work: Q4714065 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on stability of stochastic logistic equation
+Normal rank
@@ Property / cites work @@
+Q4429919
@@ Property / cites work: Q4429919 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of a stochastic population growth model in a closed system
+Normal rank
@@ Property / cites work @@
+Q5493417
@@ Property / cites work: Q5493417 / rank @@
+Normal rank