Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090): Difference between revisions

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scientific article

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

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instance of

scholarly article

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title

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

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author

Mohammad Heydari

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Zakieh Avazzadeh

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Mohammad Reza Mahmoudi

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published in

Chaos, Solitons and Fractals

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publication date

27 November 2020

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zbMATH Keywords

stochastic differential equations (SDEs)

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Chebyshev cardinal wavelets (CCWs)

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variable-order fractional Brownian motion

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stochastic Lotka-Volterra system

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stochastic Brusselator problem

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stochastic Duffing-van der Pol oscillator problem

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stochastic pendulum model

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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.chaos.2019.04.040

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cites work

Synthesis of multifractional Gaussian noises based on variable-order fractional operators

0 references

On fractional calculus and fractional multipoles in electromagnetism

0 references

Mathematical justification of a nonlinear integro-differential equation for the propagation of spherical flames

0 references

Fractional calculus in the transient analysis of viscoelastically damped structures

0 references

Fractional calculus in viscoelasticity: an experimental study

0 references

An efficient computational method for solving fractional biharmonic equation

0 references

Wavelets method for solving fractional optimal control problems

0 references

Wavelets method for the time fractional diffusion-wave equation

0 references

Legendre wavelets method for solving fractional partial differential equations with Dirichlet boundary conditions

0 references

Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations

0 references

Chebyshev wavelets method for solution of nonlinear fractional integrodifferential equations in a large interval

0 references

A tutorial review on fractal spacetime and fractional calculus

0 references

Geometrical explanation of the fractional complex transform and derivative chain rule for fractional calculus

0 references

Stochastic calculus for fractional Brownian motion and related processes.

0 references

Stochastic Calculus for Fractional Brownian Motion I. Theory

0 references

Stochastic calculus with respect to Gaussian processes

0 references

A General Fractional White Noise Theory And Applications To Finance

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Stochastic integration with respect to fractional Brownian motion

0 references

An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion

0 references

On the Wiener integral with respect to the fractional Brownian motion on an interval

0 references

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

0 references

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

0 references

Wavelets Galerkin method for solving stochastic heat equation

0 references

Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations

0 references

Interpolation solution in generalized stochastic exponential population growth model

0 references

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

0 references

A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations

0 references

Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions

0 references

A wavelet-based computational method for solving stochastic Itô-Volterra integral equations

0 references

Q4627601

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

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Q3509341

0 references

The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

0 references

Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion

0 references

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

0 references

Statistical physics of dynamical systems with variable memory

0 references

Fractional processes and fractional-order signal processing. Techniques and applications

0 references

MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

0 references

Numerical solution for the variable order linear cable equation with Bernstein polynomials

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Q4039908

0 references

A note on stability of stochastic logistic equation

0 references

A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)

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Q5493417

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Q4714065

0 references

Identifiers

zbMATH Open document ID

1448.60090

0 references

DOI

10.1016/j.chaos.2019.04.040

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2213090

@@ Property / cites work @@
+Synthesis of multifractional Gaussian noises based on variable-order fractional operators
+Normal rank
@@ Property / cites work @@
+On fractional calculus and fractional multipoles in electromagnetism
+Normal rank
@@ Property / cites work @@
+Mathematical justification of a nonlinear integro-differential equation for the propagation of spherical flames
+Normal rank
@@ Property / cites work @@
+Fractional calculus in the transient analysis of viscoelastically damped structures
+Normal rank
@@ Property / cites work @@
+Fractional calculus in viscoelasticity: an experimental study
+Normal rank
@@ Property / cites work @@
+An efficient computational method for solving fractional biharmonic equation
+Normal rank
@@ Property / cites work @@
+Wavelets method for solving fractional optimal control problems
+Normal rank
@@ Property / cites work @@
+Wavelets method for the time fractional diffusion-wave equation
+Normal rank
@@ Property / cites work @@
+Legendre wavelets method for solving fractional partial differential equations with Dirichlet boundary conditions
+Normal rank
@@ Property / cites work @@
+Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations
+Normal rank
@@ Property / cites work @@
+Chebyshev wavelets method for solution of nonlinear fractional integrodifferential equations in a large interval
+Normal rank
@@ Property / cites work @@
+A tutorial review on fractal spacetime and fractional calculus
+Normal rank
@@ Property / cites work @@
+Geometrical explanation of the fractional complex transform and derivative chain rule for fractional calculus
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+A General Fractional White Noise Theory And Applications To Finance
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On the Wiener integral with respect to the fractional Brownian motion on an interval
+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 @@
+An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
+Normal rank
@@ Property / cites work @@
+Wavelets Galerkin method for solving stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
+Normal rank
@@ Property / cites work @@
+Interpolation solution in generalized stochastic exponential population growth model
+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 @@
+A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
+Normal rank
@@ Property / cites work @@
+A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Q4627601
@@ Property / cites work: Q4627601 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
+Normal rank
@@ Property / cites work @@
+Q3509341
@@ Property / cites work: Q3509341 / rank @@
+Normal rank
@@ Property / cites work @@
+The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
+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 @@
+Statistical physics of dynamical systems with variable memory
+Normal rank
@@ Property / cites work @@
+Fractional processes and fractional-order signal processing. Techniques and applications
+Normal rank
@@ Property / cites work @@
+MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
@@ Property / cites work: MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution for the variable order linear cable equation with Bernstein polynomials
+Normal rank
@@ Property / cites work @@
+Q4039908
@@ Property / cites work: Q4039908 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on stability of stochastic logistic equation
+Normal rank
@@ Property / cites work @@
+A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
+Normal rank
@@ Property / cites work @@
+Q5493417
@@ Property / cites work: Q5493417 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714065
@@ Property / cites work: Q4714065 / rank @@
+Normal rank