Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions

DOI10.1016/J.CAM.2016.02.015MaRDI QIDQ268342zbMATH OpenOpenAlexFDO

Authors Farshid Mirzaee, Elham Hadadiyan

Publication date 14 April 2016

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.2016.02.015

zbMATH Keywords

error analysisHyers-Ulam-Rassias stabilitymodification of hat functionsnonlinear Stratonovich Volterra integral equationoperational matrix

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for integral equations (65R20)

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Cites work

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• STABILITY OF THE MULTI-JENSEN EQUATION
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• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
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• A numerical approach for approximating variable-order fractional integral operator
• A new spectral method based on two classes of hat functions for solving systems of fractional differential equations and an application to respiratory syncytial virus infection
• A low-cost computational method for solving nonlinear fractional delay differential equations
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
• A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli's approximation
• Using operational matrix for solving nonlinear class of mixed Volterra–Fredholm integral equations
• Non-polynomial spline functions and Quasi-linearization to approximate nonlinear Volterra integral equation
• Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
• A numerical method for solving stochastic Volterra-Fredholm integral equation
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
• Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions

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