Numerical solution of stochastic integral equations by using Bernoulli operational matrix

DOI10.1016/J.MATCOM.2019.03.005MaRDI QIDQ1997661zbMATH OpenOpenAlexFDO

Authors Rebiha Zeghdane

Publication date 2 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2019.03.005

zbMATH Keywords

Bernoulli polynomialscollocation methodItô integralnumerical solutionstochastic operational matrix

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Random integral equations (45R05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for integral equations (65R20)

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Cited in

(30)

• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials
• A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
• Generalized Bernoulli polynomials: solving nonlinear 2D fractional optimal control problems
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
• Application of operational matrices to numerical solution of stochastic SIR model
• A hybrid method based on the orthogonal Bernoulli polynomials and radial basis functions for variable order fractional reaction-advection-diffusion equation
• Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
• Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
• Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
• Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
• On the numerical solution of stochastic quadratic integral equations via operational matrix method
• حل عددی معادله انتگرال تصادفی غیر خطی نوع سوم به کمک ماتریس عملیاتی با استفاده از چند جمله ای های برنشتاین
• Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation
• On dual Bernstein polynomials and stochastic fractional integro-differential equations
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