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

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

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• New type of Gegenbauer-Hermite monogenic polynomials and associated Clifford wavelets
• On accurate solution of the Fredholm integral equations of the second kind
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• An efficient computational 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
• New type of Gegenbauer-Jacobi-Hermite monogenic polynomials and associated continuous Clifford wavelet transform. Some monogenic Clifford polynomials and associated wavelets
• Legendre wavelet Galerkin method for solving ordinary differential equations with non-analytic solution
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
• Wilson wavelets for solving nonlinear stochastic integral equations
• NUMERICAL SOLUTION OF SINGULAR STOCHASTIC INTEGRAL EQUATIONS OF ABEL’S TYPE USING OPERATIONAL MATRIX METHOD
• Evaluation of mixed Crank-Nicolson scheme and tau method for the solution of Klein-Gordon equation
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• Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations

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