Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
From MaRDI portal
fractional calculusoperational matrixstochastic fractional differential equationsstochastic calculuswavelet Galerkin methodsecond kind Chebyshev wavelets
Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Electromagnetic theory (general) (78A25)
Recommendations
- Wavelet Galerkin method for solving stochastic fractional differential equations
- Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
- Numerical solution of stochastic fractional differential equations
- The second kind Chebyshev wavelet method for solving fractional differential equations
- Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1465030 (Why is no real title available?)
- scientific article; zbMATH DE number 1862742 (Why is no real title available?)
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- A new adaptive Runge-Kutta method for stochastic differential equations
- A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions
- A new operational matrix for solving fractional-order differential equations
- A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Analysis of multiscale methods for stochastic differential equations
- Application of variational iteration method to nonlinear differential equations of fractional order
- Finite difference approximations for two-sided space-fractional partial differential equations
- Fractals and fractional calculus in continuum mechanics
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Fractional generalized splines and signal processing
- Functional integro-differential stochastic evolution equations in Hilbert space
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Haar wavelets approach for solving multidimensional stochastic Itô-Volterra integral equations
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
- Homotopy analysis method for fractional IVPs
- Kronecker operational matrices for fractional calculus and some applications
- Legendre wavelet Galerkin method for solving ordinary differential equations with non-analytic solution
- Numerical methods for stochastic partial differential equations with multiple scales
- Numerical solution of fractional differential equations using the generalized block pulse operational matrix
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- Numerical solutions for systems of fractional differential equations by the decomposition method
- Runge-Kutta methods for numerical solution of stochastic differential equations
- Solution of fractional integro-differential equations by using fractional differential transform method
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Solving a nonlinear fractional differential equation using Chebyshev wavelets
- Solving fractional nonlinear Fredholm integro-differential equations by the second kind Chebyshev wavelet
- Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
- Stochastic differential equations. An introduction with applications.
- The Legendre wavelets operational matrix of integration
- The operational matrix of fractional integration for shifted Chebyshev polynomials
- The second kind Chebyshev wavelet method for solving fractional differential equations
- Time-Domain Finite Element Analysis of Viscoelastic Structures with Fractional Derivatives Constitutive Relations
- Wavelets Galerkin method for solving stochastic heat equation
Cited in
(11)- Wavelet Galerkin method for solving stochastic fractional differential equations
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
- Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation
- Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
- Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
- Numerical solution of stochastic fractional differential equations
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
- Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations
- Strong convergence of the Eluer-Maruyama method for stochastic fractional delay integro-differential equations
- Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation
This page was built for publication: Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4627601)
