An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations (Q2079375)

scientific article

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English	An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations	scientific article

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instance of

scholarly article

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title

An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations (English)

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author

Yanyan Li

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published in

Mathematics and Computers in Simulation

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publication date

29 September 2022

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zbMATH Keywords

Lucas polynomial

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Itô integral

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multi-dimensional stochastic Itô-Volterra integral equations

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operational matrices

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convergence analysis

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.matcom.2022.06.029

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cites work

An efficient numerical scheme based on Lucas polynomials for the study of multidimensional Burgers-type equations

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An operational matrix based scheme for numerical solutions of nonlinear weakly singular partial integro-differential equations

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Lucas polynomial approach for system of high-order linear differential equations and residual error estimation

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Method of solving linear system of Volterra integro-differential equations using the single term Walsh series

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The novel operational matrices based on 2D-Genocchi polynomials: solving a general class of variable-order fractional partial integro-differential equations

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Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet

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A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

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Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations

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Collocation method for solving systems of Fredholm and Volterra integral equations

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Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order

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An efficient cubic B‐spline and bicubic B‐spline collocation method for numerical solutions of multidimensional nonlinear stochastic quadratic integral equations

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Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations

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Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method

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Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations

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LEGENDRE EXPANSION METHODS FOR THE NUMERICAL SOLUTION OF NONLINEAR 2D FREDHOLM INTEGRAL EQUATIONS OF THE SECOND KIND

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Stochastic differential equations. An introduction with applications.

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A numerical technique for solving fractional variational problems by Müntz-Legendre polynomials

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An improved composite collocation method for distributed-order fractional differential equations based on fractional Chelyshkov wavelets

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Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method

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A new numerical approach for the solution of nonlinear Fredholm integral equations system of second kind by using Bernstein collocation method

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Numerical solutions of delay Volterra integral equations using single-term Walsh series approach

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A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations

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Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations

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Collocation methods for nonlinear stochastic Volterra integral equations

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Identifiers

DOI

10.1016/j.matcom.2022.06.029

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2079375