Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
DOI10.1186/2251-7456-7-47zbMATH Open1295.65006OpenAlexW2166439025WikidataQ59299267 ScholiaQ59299267MaRDI QIDQ405484FDOQ405484
Mahnaz Asgari, Farkhondeh Hosseini Shekarabi
Publication date: 5 September 2014
Published in: Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/2251-7456-7-47
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- Numerical solution of Volterra integral and integro-differential equations of convolution type by using operational matrices of piecewise constant orthogonal functions
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Numerical solution of integral equations system of the second kind by block-pulse functions
- One linear analytic approximation for stochastic integrodifferential equations
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Population growth regulated by intraspecific competition for energy or time: Some simple representations
- On a stochastic differential equation modeling of prey-predator evolution
- Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions
Cited In (4)
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion
- Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
- Application of operational matrices to numerical solution of stochastic SIR model
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