Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations

DOI10.1007/S11071-016-2753-XzbMATH Open1355.65011OpenAlexW2326262373MaRDI QIDQ347332FDOQ347332

Authors: Carlo Cattani, M. R. Hooshmandasl, A. Shakiba, M. H. Heydari 

Publication date: 30 November 2016

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-016-2753-x

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zbMATH Keywords

stochastic volatility modelsBrownian motion processDuffing-van der Pol oscillatorLegendre wavelets (LWs)stochastic Brusselator problemstochastic Lotka-Volterra modelstochastic operational matrix (SOM)nonlinear stochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (32)

• A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise
• Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions
• New type of Gegenbauer-Jacobi-Hermite monogenic polynomials and associated continuous Clifford wavelet transform. Some monogenic Clifford polynomials and associated wavelets
• 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
• Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
• Wavelets Galerkin method for solving stochastic heat equation
• A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise
• Wilson wavelets for solving nonlinear stochastic integral equations
• Numerical solution of system of nonlinear Fredholm integro-differential equations using CAS wavelets
• Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
• A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
• Evaluation of mixed Crank-Nicolson scheme and tau method for the solution of Klein-Gordon equation
• An efficient computational method for solving stochastic Itô-Volterra integral equations
• Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
• An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Legendre wavelet Galerkin method for solving ordinary differential equations with non-analytic solution
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
• New type of Gegenbauer-Hermite monogenic polynomials and associated Clifford wavelets
• NUMERICAL SOLUTION OF SINGULAR STOCHASTIC INTEGRAL EQUATIONS OF ABEL’S TYPE USING OPERATIONAL MATRIX METHOD
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
• Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
• On accurate solution of the Fredholm integral equations of the second kind
• A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations
• An effective computational approach based on Gegenbauer wavelets for solving the time-fractional KdV-Burgers-Kuramoto equation
• Wavelet neural networks functional approximation and application
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
• A numerical method for solving stochastic linear quadratic problem with a finance application

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