A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix

DOI10.1016/J.CAMWA.2011.10.079zbMATH Open1238.65007OpenAlexW2048693776MaRDI QIDQ418302FDOQ418302

M. Rostami, Morteza Khodabin, Khosrow Maleknejad

Publication date: 28 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.10.079

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zbMATH Keywords

Volterra integral equationsstochastic operational matrixblock pulse functionsBrownian motion processItô integralstochastic Itô

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05) Stochastic integral equations (60H20)

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Cited In (45)

• Laplace transform inversion using Bernstein operational matrix of integration and its application to differential and integral equations
• Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
• Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
• NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET
• Title not available (Why is that?)
• Title not available (Why is that?)
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Title not available (Why is that?)
• Wavelets Galerkin method for solving stochastic heat equation
• Split-step collocation methods for stochastic Volterra integral equations
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
• The application of block pulse functions for solving higher-order differential equations with multi-point boundary conditions
• Numerical solution of stochastic mixed Volterra-Fredholm integral equations driven by space-time Brownian motion via two-dimensional triangular functions
• Collocation methods for nonlinear stochastic Volterra integral equations
• Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• حل عددی معادله انتگرال تصادفی غیر خطی نوع سوم به کمک ماتریس عملیاتی با استفاده از چند جمله ای های برنشتاین
• Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations
• Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
• New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion
• Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
• Numerical solution of stochastic Volterra integral equations based on uniform Haar wavelets by using direct method
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations
• Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
• A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations
• A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
• A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
• Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations
• A spectral collocation method with piecewise trigonometric basis functions for nonlinear Volterra-Fredholm integral equations
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
• Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
• A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
• On accurate solution of the Fredholm integral equations of the second kind
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• An effective computational approach based on Gegenbauer wavelets for solving the time-fractional KdV-Burgers-Kuramoto equation
• Title not available (Why is that?)

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