An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics

From MaRDI portal
Publication:728921

DOI10.1016/j.jcp.2014.11.042zbMath1351.60088OpenAlexW2077620902MaRDI QIDQ728921

F. M. Maalek Ghaini, Mohammad Reza Hooshmandasl, Mohammad Heydari, Carlo Cattani

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2014.11.042




Related Items (40)

A wavelet approach for the multi-term time fractional diffusion-wave equationFractional Order Operational Matrix Method for Solving Two-Dimensional Nonlinear Fractional Volterra Integro-Differential EquationsChebyshev wavelets operational matrices for solving nonlinear variable-order fractional integral equationsAn efficient computational method based on the hat functions for solving fractional optimal control problemsSolving Ito integral equations with time delay via basis functionsThe damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density functionLegendre wavelets Galerkin method for solving nonlinear stochastic integral equationsApplication of operational matrices for solving system of linear Stratonovich Volterra integral equationEuler polynomial solutions of nonlinear stochastic Itô-Volterra integral equationsNumerical solution of Itô-Volterra integral equation by least squares methodA novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noiseA computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic termsNumerical solution of Itô-Volterra integral equations by the QR factorization methodOn some iterative numerical methods for a Volterra functional integral equation of the second kindNumerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networksWell-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equationsNUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONSA new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noiseMean-square stability and convergence of a split-step theta method for stochastic Volterra integral equationsNumerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing processA novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernelShifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equationsChebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motionUnnamed ItemChebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motionUnnamed ItemQuintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equationsMoving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equationsAn iterative numerical method for Fredholm-Volterra integral equations of the second kindLévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM methodAn iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equationsApproximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation methodNumerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motionConvergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motionSecond kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equationsThe couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional orderCubic B-spline approximation for linear stochastic integro-differential equation of fractional orderUnnamed ItemA Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motionChelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion



Cites Work


This page was built for publication: An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics