Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
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Cites work
- scientific article; zbMATH DE number 6342199 (Why is no real title available?)
- scientific article; zbMATH DE number 1078190 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
- A comparison between solving two dimensional integral equations by the traditional collocation method and radial basis functions
- A computational method for solving nonlinear stochastic Volterra integral equations
- A generalized moving least square reproducing kernel method
- A meshless based method for solution of integral equations
- A meshless method based on the moving least squares (MLS) approximation for the numerical solution of two-dimensional nonlinear integral equations of the second kind on non-rectangular domains
- A moving least square reproducing polynomial meshless method
- A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli's approximation
- A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind
- Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Local boundary integral equation (LBIE) method for solving problems of elasticity with nonhomogeneous material properties
- Local polynomial reproduction and moving least squares approximation
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
- Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
- Numerical solution of Itô-Volterra integral equation by least squares method
- Numerical solution of Volterra-Fredholm integral equations by moving least square method and Chebyshev polynomials
- Numerical solution of nonlinear fuzzy Volterra integral equations of the second kind for changing sign kernels
- Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
- Numerical solution of stochastic integral equations by using Bernoulli operational matrix
- Numerical solution to the unsteady two-dimensional Schrödinger equation using meshless local boundary integral equation method
- On generalized moving least squares and diffuse derivatives
- Stochastic differential equations. An introduction with applications.
- The numerical solution of the non-linear integro-differential equations based on the meshless method
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
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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