Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
DOI10.1016/J.CAM.2019.112440zbMATH Open1483.65221OpenAlexW2971663329WikidataQ115359799 ScholiaQ115359799MaRDI QIDQ2332736FDOQ2332736
Sahar Alipour, Farshid Mirzaee
Publication date: 5 November 2019
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.2019.112440
error analysiscollocation methodfractional integro-differential equationcubic B-spline functionsstochastic integral equations
Numerical methods for integral equations (65R20) Fractional ordinary differential equations (34A08) Integro-ordinary differential equations (45J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)
Cites Work
- Stochastic Equations in Infinite Dimensions
- Title not available (Why is that?)
- The Numerical Solution of Integral Equations of the Second Kind
- Numerical solutions of generalized Burgers–Fisher and generalized Burgers–Huxley equations using collocation of cubicB-splines
- Analysis of fractional differential equations
- A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Numerical solution of fractional integro-differential equations by collocation method
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Finite difference schemes for linear stochastic integro-differential equations
- Interpolation solution in generalized stochastic exponential population growth model
- Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains
- The use of cubic splines in the numerical solution of fractional differential equations
- Collocation method for linear and nonlinear Fredholm and Volterra integral equations
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Spline collocation for system of Fredholm and Volterra integro-differential equations
- An efficient approach based on radial basis functions for solving stochastic fractional differential equations
- Title not available (Why is that?)
- Approximate solution of nonlinear quadratic integral equations of fractional order via piecewise linear functions
- Numerical solutions of two-dimensional unsteady convection–diffusion problems using modified bi-cubicB-spline finite elements
- Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order
- Title not available (Why is that?)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Numerical solution of nonlinear partial quadratic integro‐differential equations of fractional order via hybrid of block‐pulse and parabolic functions
Cited In (31)
- Orthogonal cubic spline basis and its applications to a partial integro-differential equation with a weakly singular kernel
- Design of intelligent computing networks for nonlinear chaotic fractional Rossler system
- An operational matrix based on the independence polynomial of a complete bipartite graph for the Caputo fractional derivative
- Application of flatlet oblique multiwavelets to solve the fractional stochastic integro-differential equation using Galerkin method
- A cubic spline interpolation based numerical method for fractional differential equations
- High order accurate method for the numerical solution of the second order linear hyperbolic telegraph equation
- ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
- New existence, uniqueness results for multi-dimensional multi-term Caputo time-fractional mixed sub-diffusion and diffusion-wave equation on convex domains
- Collocation approach based on an extended cubic \(B\)-spline for a second-order Volterra partial integrodifferential equation
- 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
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations
- Cubic B-spline based elastic and viscoelastic wave propagation method
- An effective numerical method for solving fractional delay differential equations using fractional-order Chelyshkov functions
- Numerical solution of system of second-order integro-differential equations using nonclassical sinc collocation method
- A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation
- An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
- Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations
- Error analysis and approximation of Jacobi pseudospectral method for the integer and fractional order integro-differential equation
- A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
- Adams predictor-corrector method for solving uncertain differential equation
- On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale
- Design of evolutionary cubic spline intelligent solver for nonlinear Painlevé-I transcendent
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- 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 projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
- On the analytical and numerical study for fractional \(q\)-integrodifferential equations
This page was built for publication: Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2332736)