Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix

DOI10.1016/j.camwa.2012.03.042zbMath1268.65167MaRDI QIDQ356082

Morteza Khodabin, Mostafa Nouri, Madjid Rostami, Khosrow Maleknejad

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.03.042

zbMATH Keywords

Fredholm integral equations; Itô integral; stochastic operational matrix; block pulse functions; Brownian motion process; stochastic Volterra

Mathematics Subject Classification ID

65R20: Numerical methods for integral equations

45B05: Fredholm integral equations

45D05: Volterra integral equations

Related Items

Unnamed Item, Unnamed Item, Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions, A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion, Unnamed Item, Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets, Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations, A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions, Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion, An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations, Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations, An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics, Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains, Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions, Split-step collocation methods for stochastic Volterra integral equations, Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations, Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations, Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order, A wavelet-based computational method for solving stochastic Itô-Volterra integral equations, A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms, A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis, ADM-TF hybrid method for nonlinear Itô-Volterra integral equations, Wavelets Galerkin method for solving stochastic heat equation

Cites Work

• Unnamed Item
• Interpolation solution in generalized stochastic exponential population growth model
• One linear analytic approximation for stochastic integrodifferential equations
• Numerical solution of stochastic differential equations by second order Runge-Kutta methods
• A new approach to the numerical solution of Volterra integral equations by using Bernstein's approximation
• Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• A survey of numerical methods for stochastic differential equations
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• Piecewise constant orthogonal functions and their application to systems and control
• Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions.
• Approximation schemes for Itô-Volterra stochastic equations
• Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
• Numerical solution of random differential equations: a mean square approach
• Numerical solution of an integral equations system of the first kind by using an operational matrix with block pulse functions
• Recursive computational algorithms for a set of block pulse operational matrices
• Stochastic differential equations. An introduction with applications.