An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
From MaRDI portal
(Redirected from Publication:2079375)
Recommendations
- A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
- A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
- Numerical solution of multidimensional stochastic Itô-Volterra integral equation based on the least squares method and block pulse function
- CAS wavelets stochastic operational matrix of integration and its application for solving stochastic Itô-Volterra integral equations
- Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
Cites work
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- A new numerical approach for the solution of nonlinear Fredholm integral equations system of second kind by using Bernstein collocation method
- A numerical technique for solving fractional variational problems by Müntz-Legendre polynomials
- A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations
- An efficient cubic B-spline and bicubic B-spline collocation method for numerical solutions of multidimensional nonlinear stochastic quadratic integral equations
- An efficient numerical scheme based on Lucas polynomials for the study of multidimensional Burgers-type equations
- An improved composite collocation method for distributed-order fractional differential equations based on fractional Chelyshkov wavelets
- An operational matrix based scheme for numerical solutions of nonlinear weakly singular partial integro-differential equations
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- Collocation method for solving systems of Fredholm and Volterra integral equations
- Collocation methods for nonlinear stochastic Volterra integral equations
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
- Legendre expansion methods for the numerical solution of nonlinear 2D Fredholm integral equations of the second kind
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Lucas polynomial approach for system of high-order linear differential equations and residual error estimation
- Method of solving linear system of Volterra integro-differential equations using the single term Walsh series
- Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
- Numerical solutions of delay Volterra integral equations using single-term Walsh series approach
- Quintic B-spline collocation method to solve n-dimensional stochastic Itô-Volterra integral equations
- Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
- Stochastic differential equations. An introduction with applications.
- Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations
- The novel operational matrices based on 2D-Genocchi polynomials: solving a general class of variable-order fractional partial integro-differential equations
- Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet
Cited in
(6)- A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
- A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
- Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type
- A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance
This page was built for publication: An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2079375)
