An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
DOI10.1016/J.AMC.2019.124947zbMATH Open1433.65344OpenAlexW2995850750WikidataQ126552713 ScholiaQ126552713MaRDI QIDQ2287696FDOQ2287696
Farshid Mirzaee, Sahar Alipour
Publication date: 21 January 2020
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.124947
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successive approximation methodstochastic integral equationGauss-Legendre quadrature rulebilinear spline interpolation
Numerical integration (65D30) Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)
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Cited In (8)
- Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
- Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- Analytical and numerical approach for a nonlinear Volterra-Fredholm integro-differential equation
- Wavelet matrix operations and quantum transforms
- A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
- A qualitative study of solutions of nonlinear Volterra integral equation in the plane, from the perspective of Shiba bounded variation
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