Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process

DOI10.1016/J.AMC.2023.127988MaRDI QIDQ6160586zbMATH OpenOpenAlexFDO

Authors

Publication date 26 June 2023

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2023.127988

zbMATH Keywords

Itô integralQR factorizationsecond kind Chebyshev waveletsVolterra integral equations

Mathematics Subject Classification ID

Linear integral equations (45A05) Stochastic integral equations (60H20)

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Cites work

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Cited in

(6)

• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations
• Numerical solution of Itô-Volterra integral equations by the QR factorization method
• 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
• Legendre spectral-Monte Carlo method and its error analysis for nonlinear stochastic Itô-Volterra integral equation
• Numerical solution of Fredholm integral equations by the least squares method using QR decomposition

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