An efficient cubic B-spline and bicubic B-spline collocation method for numerical solutions of multidimensional nonlinear stochastic quadratic integral equations

DOI10.1002/MMA.5890MaRDI QIDQ3305069zbMATH OpenOpenAlexFDO

Authors Farshid Mirzaee, Sahar Alipour

Publication date 5 August 2020

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.5890

zbMATH Keywords

B-spline functionscollocation methodnonlinear quadratic integral equationsstochastic integral equations

Mathematics Subject Classification ID

Spline approximation (41A15) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical computation using splines (65D07) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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• An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
• Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
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• A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
• An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
• Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
• Numerical solution of Itô-Volterra integral equations by the QR factorization method
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
• Piecewise barycentric interpolating functions for the numerical solution of Volterra integro‐differential equations
• High order accurate method for the numerical solution of the second order linear hyperbolic telegraph equation
• A significant improvement of a family of secant-type methods
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance
• Solving integral equations by LS-SVR
• High-order orthogonal spline collocation schemes for two-dimensional nonlinear problems
• Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations
• Enhancing efficiency in solving coupled Lane-Emden-Fowler equations with a novel Tricomi-Carlitz wavelet method
• Bicubic B-spline functions to solve linear two-dimensional weakly singular stochastic integral equation

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