Numerical solution of stochastic integral equations by using Bernoulli operational matrix
From MaRDI portal
Publication:1997661
DOI10.1016/J.MATCOM.2019.03.005zbMATH Open1470.65224OpenAlexW2934668904MaRDI QIDQ1997661FDOQ1997661
Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fredholm integral equations (45B05) Random integral equations (45R05)
Recommendations
- Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
- Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
- A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
- Numerical solution of a class of nonlinear Volterra integral equations using Bernoulli operational matrix of integration
- Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3574390 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 3084088 (Why is no real title available?)
- A New Approach to Bernoulli Polynomials
- A collocation method based on Bernoulli operational matrix for numerical solution of generalized pantograph equation
- A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
- A generalization of the Bernoulli polynomials
- A new Bernoulli matrix method for solving high-order linear and nonlinear Fredholm integro-differential equations with piecewise intervals
- A new Bernoulli matrix method for solving second order linear partial differential equations with the convergence analysis
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Asymptotic error expansion of a collocation-type method for Volterra- Hammerstein integral equations
- Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
- Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
- Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type
- Fredholm-Volterra integral equation with singular kernel.
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Implicit Taylor methods for stiff stochastic differential equations
- Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
- Numerical solution of Volterra type integral equation of the first kind with wavelet basis
- Numerical solution of Volterra-Fredholm integral equations using Legendre collocation method
- Numerical solution of nonlinear Volterra-Fredholm-Hammerstein integral equations via collocation method based on radial basis functions
- Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
- Series associated with the zeta and related functions
- The Numerical Solution of Two-Dimensional Volterra Integral Equations by Collocation and Iterated Collocation
- The eigenfunctions of the Hilbert matrix
Cited in
(26)- On the numerical solution of stochastic quadratic integral equations via operational matrix method
- Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials
- Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
- A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
- Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
- A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations
- Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
- Generalized Bernoulli-Laguerre polynomials: applications in coupled nonlinear system of variable-order fractional PDEs
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
- On dual Bernstein polynomials and stochastic fractional integro-differential equations
- Generalized Bernoulli polynomials: solving nonlinear 2D fractional optimal control problems
- حل عددی معادله انتگرال تصادفی غیر خطی نوع سوم به کمک ماتریس عملیاتی با استفاده از چند جمله ای های برنشتاین
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
- Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation
- Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- 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
- Bernoulli collocation method for the third-order Lane-Emden-Fowler boundary value problem
- Approximate solution of stochastic Allen-Cahn equation of fractional order using finite difference and RBF-based meshfree method
- Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
- Application of operational matrices to numerical solution of stochastic SIR model
This page was built for publication: Numerical solution of stochastic integral equations by using Bernoulli operational matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1997661)
