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

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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

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Interpolation solution in generalized stochastic exponential population growth model

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

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

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

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

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On a class of backward stochastic Volterra integral equations

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

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

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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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Identifiers

zbMATH Open document ID

1351.60088

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Mathematics Subject Classification ID

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10.1016/J.JCP.2014.11.042

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Sitelinks

Mathematics(1 entry)

mardi Publication:728921

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