Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme (Q6102948)

scientific article; zbMATH DE number 7701033

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English	Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme	scientific article; zbMATH DE number 7701033

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instance of

scholarly article

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title

Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme (English)

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Mathematics and Computers in Simulation

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publication date

26 June 2023

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zbMATH Keywords

stochastic Itô integral equations

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two-dimensional integral equations

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spectral-collocation method

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Brownian motion

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moving least squares

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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.2023.01.009

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cites work

An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation

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A meshless method based on the moving least squares (MLS) approximation for the numerical solution of two-dimensional nonlinear integral equations of the second kind on non-rectangular domains

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Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind

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Two-dimensional triangular functions and their applications to nonlinear 2D Volterra-Fredholm integral equations

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Numerical solution to the unsteady two-dimensional Schrödinger equation using meshless local boundary integral equation method

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Q3446085

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Numerical solution of stochastic differential equations by second order Runge-Kutta methods

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Surfaces Generated by Moving Least Squares Methods

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Applications of two-dimensional triangular functions for solving nonlinear class of mixed Volterra-Fredholm integral equations

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Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations

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

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Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order

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A new computational method for solving two‐dimensional Stratonovich Volterra integral equation

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Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains

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On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions

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A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli’s approximation

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On generalized moving least squares and diffuse derivatives

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Universal quadratures for boundary integral equations on two-dimensional domains with corners

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Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation

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Local boundary integral equation (LBIE) method for solving problems of elasticity with nonhomogeneous material properties

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Local polynomial reproduction and moving least squares approximation

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Identifiers

DOI

10.1016/j.matcom.2023.01.009

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6102948