Pages that link to "Item:Q2245061"
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The following pages link to Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (Q2245061):
Displaying 9 items.
- An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations (Q2079375) (← links)
- Approximation technique for solving linear Volterra integro-differential equations with boundary conditions (Q2111126) (← links)
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686) (← links)
- Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
- Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type (Q6121513) (← links)
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)
- Numerical solution of system of second-order integro-differential equations using nonclassical sinc collocation method (Q6161739) (← links)
- EMR-SSM: synchronous surrogate modeling-based enhanced moving regression method for multi-response prediction and reliability evaluation (Q6203000) (← links)