An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations

DOI10.1016/J.CAM.2020.112912zbMATH Open1439.65225OpenAlexW3016841587MaRDI QIDQ2178394FDOQ2178394

Authors: M. S. Barikbin, A. R. Vahidi, T. Damercheli, E. Babolian 

Publication date: 11 May 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.112912

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zbMATH Keywords

iterative methodshifted Chebyshev polynomialsconvergence and error analysisnonlinear stochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for integral transforms (65R10)

Cites Work

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Cited In (7)

• Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations
• Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
• Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
• 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
• Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
• Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
• Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials

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