Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions

DOI10.1515/IJNSNS-2017-0038zbMath1401.65015OpenAlexW2802806002WikidataQ129942395 ScholiaQ129942395MaRDI QIDQ1662882

S. Singh, Santanu Saha Ray

Publication date: 20 August 2018

Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ijnsns-2017-0038

zbMATH Keywords

stochastic operational matrixsecond kind Chebyshev waveletshybrid Legendre block-pulse functionsstochastic Volterra-Fredholm integral equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (9)

A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations ⋮ Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation ⋮ Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations ⋮ A hybrid Legendre block-pulse method for mixed Volterra-Fredholm integral equations ⋮ A hybrid-based numerical method for a class of systems of mixed Volterra-Fredholm integral equations ⋮ A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation ⋮ A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations ⋮ New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion ⋮ Unnamed Item

Cites Work

• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
• Hybrid Legendre polynomials and block-pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Solving second kind integral equations by Galerkin methods with hybrid Legendre and block-pulse functions.
• Random integral equations with applications to life sciences and engineering
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Numerical solution of random differential equations: a mean square approach
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• An Introduction to Computational Stochastic PDEs
• A First Course in Integral Equations
• Stochastic differential equations. An introduction with applications.

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