Numerical solution of stochastic integral equations by using Bernoulli operational matrix

DOI10.1016/J.MATCOM.2019.03.005zbMATH Open1470.65224OpenAlexW2934668904MaRDI QIDQ1997661FDOQ1997661

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

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zbMATH Keywords

numerical solutionBernoulli polynomialscollocation methodstochastic operational matrix[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+integral&go=Go It�� integral]

Mathematics Subject Classification ID

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)

Cites Work

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• Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions
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• Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
• Numerical solution of Volterra type integral equation of the first kind with wavelet basis
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
• Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type

Cited In (21)

• A hybrid method based on the orthogonal Bernoulli polynomials and radial basis functions for variable order fractional reaction-advection-diffusion equation
• Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations
• Generalized Bernoulli-Laguerre polynomials: applications in coupled nonlinear system of variable-order fractional PDEs
• 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
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
• Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Numerical solution of Itô-Volterra integral equations by the QR factorization method
• Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
• حل عددی معادله انتگرال تصادفی غیر خطی نوع سوم به کمک ماتریس عملیاتی با استفاده از چند جمله ای های برنشتاین
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• 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
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
• Generalized Bernoulli polynomials: solving nonlinear 2D fractional optimal control problems
• 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 new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations

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