An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
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Publication:2287696
bilinear spline interpolationGauss-Legendre quadrature rulestochastic integral equationsuccessive approximation method
Volterra integral equations (45D05) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30) Numerical methods for integral equations (65R20)
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Cites work
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Cited in
(17)- Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- Wavelet matrix operations and quantum transforms
- An efficient cubic B-spline and bicubic B-spline collocation method for numerical solutions of multidimensional nonlinear stochastic quadratic integral equations
- Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- Analytical and numerical approach for a nonlinear Volterra-Fredholm integro-differential equation
- 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
- A novel semi-analytical meshless method for Navier-Stokes equations arising in fractured rock masses
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- Spectral collocation method for multidimensional stochastic integral equation involving fractional Brownian motion
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