Pages that link to "Item:Q1997661"
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The following pages link to Numerical solution of stochastic integral equations by using Bernoulli operational matrix (Q1997661):
Displayed 10 items.
- Generalized Bernoulli polynomials: solving nonlinear 2D fractional optimal control problems (Q2175870) (← links)
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
- Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method (Q2245052) (← links)
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
- A hybrid method based on the orthogonal Bernoulli polynomials and radial basis functions for variable order fractional reaction-advection-diffusion equation (Q2662427) (← links)
- Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation (Q5097437) (← links)
- Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
- Bernoulli collocation method for the third-order Lane-Emden-Fowler boundary value problem (Q6101779) (← links)
- Generalized Bernoulli-Laguerre polynomials: applications in coupled nonlinear system of variable-order fractional PDEs (Q6142073) (← links)
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)