A computational method for solving nonlinear stochastic Volterra integral equations

DOI10.1016/J.CAM.2016.04.012MaRDI QIDQ289301zbMATH OpenOpenAlexFDO

Authors Farshid Mirzaee, Afsun Hamzeh

Publication date 30 May 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.04.012

zbMATH Keywords

error analysisadjustment of hat basis functionsstandard Brownian motionstochastic operational matrixnonlinear stochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Random integral equations (45R05)

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Cited in

(42)

• Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations
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• Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay
• Exact solutions and numerical simulations of time-fractional Fokker-Planck equation for special stochastic process
• Application of flatlet oblique multiwavelets to solve the fractional stochastic integro-differential equation using Galerkin method
• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
• A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
• Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations
• Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
• Application of new basis functions for solving nonlinear stochastic differential equations
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• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• Convergence of Legendre wavelet collocation method for solving nonlinear Stratonovich Volterra integral equations

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