Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (Q2245061): Difference between revisions

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English	Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method	scientific article

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scholarly article

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title

Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (English)

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Applied Mathematics and Computation

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publication date

12 November 2021

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zbMATH Keywords

stochastic Volterra integro-differential equations

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nonlinear integral equations

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spectral collocation method

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Brownian motion process

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moving least squares

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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.amc.2021.126447

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cites work

Interpolation solution in generalized stochastic exponential population growth model

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A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli’s approximation

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Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations

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On a stochastic integral equation of the Volterra type in telephone traffic theory

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

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Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion

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Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations

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Wavelets Galerkin method for solving stochastic heat equation

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Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion

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Numerical solutions of Black-Scholes integro-differential equations with convergence analysis

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The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations

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Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order

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Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method

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On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions

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Q5313290

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Analysis of moving least squares approximation revisited

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A meshless based method for solution of integral equations

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Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations

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Numerical solution to the unsteady two-dimensional Schrödinger equation using meshless local boundary integral equation method

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Q4360580

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The numerical solution of the non-linear integro-differential equations based on the meshless method

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A moving least square reproducing polynomial meshless method

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Local boundary integral equation (LBIE) method for solving problems of elasticity with nonhomogeneous material properties

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Numerical solution of Volterra-Fredholm integral equations by moving least square method and Chebyshev polynomials

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A meshless method based on the moving least squares (MLS) approximation for the numerical solution of two-dimensional nonlinear integral equations of the second kind on non-rectangular domains

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Local polynomial reproduction and moving least squares approximation

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Stochastic differential equations. An introduction with applications.

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Identifiers

DOI

10.1016/j.amc.2021.126447

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2245061

@@ Property / Wikidata QID @@
+Q115361098
@@ Property / Wikidata QID: Q115361098 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation solution in generalized stochastic exponential population growth model
+Normal rank
@@ Property / cites work @@
+A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli’s approximation
+Normal rank
@@ Property / cites work @@
+Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
+Normal rank
@@ Property / cites work @@
+On a stochastic integral equation of the Volterra type in telephone traffic theory
+Normal rank
@@ Property / cites work @@
+An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
+Normal rank
@@ Property / cites work @@
+Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
+Normal rank
@@ Property / cites work @@
+Wavelets Galerkin method for solving stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Numerical solutions of Black-Scholes integro-differential equations with convergence analysis
+Normal rank
@@ Property / cites work @@
+The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
+Normal rank
@@ Property / cites work @@
+Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
+Normal rank
@@ Property / cites work @@
+On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions
+Normal rank
@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of moving least squares approximation revisited
+Normal rank
@@ Property / cites work @@
+A meshless based method for solution of integral equations
+Normal rank
@@ Property / cites work @@
+Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
+Normal rank
@@ Property / cites work @@
+Numerical solution to the unsteady two-dimensional Schrödinger equation using meshless local boundary integral equation method
+Normal rank
@@ Property / cites work @@
+Q4360580
@@ Property / cites work: Q4360580 / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical solution of the non-linear integro-differential equations based on the meshless method
+Normal rank
@@ Property / cites work @@
+A moving least square reproducing polynomial meshless method
+Normal rank
@@ Property / cites work @@
+Local boundary integral equation (LBIE) method for solving problems of elasticity with nonhomogeneous material properties
+Normal rank
@@ Property / cites work @@
+Numerical solution of Volterra-Fredholm integral equations by moving least square method and Chebyshev polynomials
+Normal rank
@@ Property / cites work @@
+A meshless method based on the moving least squares (MLS) approximation for the numerical solution of two-dimensional nonlinear integral equations of the second kind on non-rectangular domains
+Normal rank
@@ Property / cites work @@
+Local polynomial reproduction and moving least squares approximation
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank