Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (Q6087659): Difference between revisions

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scientific article; zbMATH DE number 7775980

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English	Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial	scientific article; zbMATH DE number 7775980

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instance of

scholarly article

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title

Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (English)

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Mathematical Methods in the Applied Sciences

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publication date

12 December 2023

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zbMATH Keywords

integro-differential equations

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Müntz-Legendre polynomial

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operational matrix

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variable-order fractional differential equations

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1002/mma.8076

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cites work

Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients

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A difference scheme for the time-fractional diffusion equation on a metric star graph

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Fractional optimal control problems on a star graph: optimality system and numerical solution

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Existence and uniqueness results for a nonlinear Caputo fractional boundary value problem on a star graph

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A Bessel collocation method for solving fractional optimal control problems

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Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation

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Finite-time stability of linear stochastic fractional-order systems with time delay

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Solutions of differential-difference equations arising from mathematical models of granulocytopoiesis

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A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications

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A Course in Financial Calculus

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On Volterra’s Population Equation

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Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions

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

0 references

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

0 references

Collocation methods for terminal value problems of tempered fractional differential equations

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

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

0 references

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

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The variable-order fractional calculus of variations

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An Introduction to Computational Stochastic PDEs

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Q4938064

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Numerical solution of fractional differential equations with a collocation method based on Müntz polynomials

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A high order numerical scheme for variable order fractional ordinary differential equation

0 references

A new numerical method for variable order fractional functional differential equations

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Numerical techniques for the variable-order time fractional diffusion equation

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The Pricing of Options and Corporate Liabilities

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FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS

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Wavelet-optimized compact finite difference method for convection-diffusion equations

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Identifiers

zbMATH Open document ID

1527.65064

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6087659

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@@ Property / OpenAlex ID: W4206009172 / rank @@
+Normal rank
@@ Property / cites work @@
+Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients
+Normal rank
@@ Property / cites work @@
+A difference scheme for the time-fractional diffusion equation on a metric star graph
+Normal rank
@@ Property / cites work @@
+Fractional optimal control problems on a star graph: optimality system and numerical solution
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness results for a nonlinear Caputo fractional boundary value problem on a star graph
+Normal rank
@@ Property / cites work @@
+A Bessel collocation method for solving fractional optimal control problems
+Normal rank
@@ Property / cites work @@
+Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation
+Normal rank
@@ Property / cites work @@
+Finite-time stability of linear stochastic fractional-order systems with time delay
+Normal rank
@@ Property / cites work @@
+Solutions of differential-difference equations arising from mathematical models of granulocytopoiesis
+Normal rank
@@ Property / cites work @@
+A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
+Normal rank
@@ Property / cites work @@
+A Course in Financial Calculus
@@ Property / cites work: A Course in Financial Calculus / 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 @@
+Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
+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 stochastic fractional integro-differential equation by the spectral collocation method
+Normal rank
@@ Property / cites work @@
+Collocation methods for terminal value problems of tempered fractional differential equations
+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 @@
+Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
+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 @@
+The variable-order fractional calculus of variations
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938064
@@ Property / cites work: Q4938064 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of fractional differential equations with a collocation method based on Müntz polynomials
+Normal rank
@@ Property / cites work @@
+A high order numerical scheme for variable order fractional ordinary differential equation
+Normal rank
@@ Property / cites work @@
+A new numerical method for variable order fractional functional differential equations
+Normal rank
@@ Property / cites work @@
+Numerical techniques for the variable-order time fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS
+Normal rank
@@ Property / cites work @@
+Wavelet-optimized compact finite difference method for convection-diffusion equations
+Normal rank
@@ Property / DOI @@
+.1002/MMA.8076
@@ Property / DOI: 10.1002/MMA.8076 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6087659