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

DOI10.1016/J.CAMWA.2012.03.042zbMath1268.65167OpenAlexW2010836875MaRDI QIDQ356082

Morteza Khodabin, Mostafa Nouri, Madjid Rostami, Khosrow Maleknejad

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.03.042

zbMATH Keywords

Fredholm integral equationsItô integralstochastic operational matrixblock pulse functionsBrownian motion processstochastic Volterra

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Volterra integral equations (45D05)

Related Items (23)

Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets ⋮ A wavelet-based computational method for solving stochastic Itô-Volterra integral equations ⋮ A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ Unnamed Item ⋮ Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations ⋮ A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions ⋮ Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains ⋮ Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions ⋮ ADM-TF hybrid method for nonlinear Itô-Volterra integral equations ⋮ A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms ⋮ Wavelets Galerkin method for solving stochastic heat equation ⋮ Unnamed Item ⋮ Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations ⋮ Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations ⋮ An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations ⋮ Split-step collocation methods for stochastic Volterra integral equations ⋮ Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion ⋮ Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions ⋮ Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations ⋮ An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics ⋮ Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order ⋮ Unnamed Item ⋮ A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion

Cites Work

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