Modified block pulse functions for numerical solution of stochastic Volterra integral equations

DOI10.1155/2014/469308MaRDI QIDQ1714617zbMATH OpenOpenAlexWikidataFDO

Authors F. Hosseini Shekarabi, Khosrow Maleknejad, Morteza Khodabin

Publication date 1 February 2019

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/469308

Mathematics Subject Classification ID

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

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Cited in

(20)

• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
• Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
• Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
• Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
• Numerical solution of linear stochastic Volterra integral equations via new basis functions
• ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
• Application of DJ method to Itô stochastic differential equations
• Collocation methods for nonlinear stochastic Volterra integral equations
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations by block pulse functions
• Numerical method for a kind of stochastic delay differential equation by using block pulse functions
• Block-pulse functions and operational matrix for the numerical solution of some classes of linear and nonlinear stochastic integral equations
• A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
• Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials
• Study of hybrid orthonormal functions method for solving second kind fuzzy Fredholm integral equations
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Combined Laplace transform with analytical methods for solving Volterra integral equations with a convolution kernel
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
• Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions

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