Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
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Publication:2227744
DOI10.1016/J.APNUM.2020.11.013zbMATH Open1472.65165OpenAlexW3105785819MaRDI QIDQ2227744FDOQ2227744
Authors: Farshid Mirzaee, Erfan Solhi, Nasrin Samadyar 
Publication date: 15 February 2021
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2020.11.013
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numerical integrationmoving least squaresnonlinear integral equationsBrownian motion processstochastic integral equations
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Cited In (14)
- ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
- Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations
- Fractional view of heat‐like equations via the Elzaki transform in the settings of the Mittag–Leffler function
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
- A significant improvement of a family of secant-type methods
- A numerical scheme based on Gegenbauer wavelets for solving a class of relaxation-oscillation equations of fractional order
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- Numerical solution of Volterra-Fredholm integral equations by moving least square method and Chebyshev polynomials
- Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type
- Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
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