Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations

F Mirzaee, S Naserifar, E Solhi - Numerical Algorithms, 2023 - Springer
In various fields of science and engineering, such as financial mathematics, mathematical
physics models, and radiation transfer, stochastic integral equations are important and …

The linear barycentric rational backward differentiation formulae for stiff ODEs on nonuniform grids

A Abdi, SA Hosseini, H Podhaisky - Numerical Algorithms, 2024 - Springer
Backward differential formulae (BDF) are the basis of the highly efficient schemes for the
numerical solution of stiff ordinary differential equations for decades. An alternative multistep …

Piecewise barycentric interpolating functions for the numerical solution of Volterra integro‐differential equations

S Torkaman, M Heydari… - … Methods in the Applied …, 2022 - Wiley Online Library
This investigation presents an effective numerical scheme using a new set of basis
functions, namely, the piecewise barycentric interpolating functions, to find the approximate …

An interpolation-based method for solving Volterra integral equations

N Karamollahi, M Heydari, GB Loghmani - Journal of Applied Mathematics …, 2022 - Springer
In this study, the second kind Volterra integral equations (VIEs) are considered. An algorithm
based on the two-point Taylor formula as a special case of the Hermite interpolation is …

An iterative Nyström-based method to solve nonlinear Fredholm integral equations of the second kind

S Torkaman, M Heydari - Applied Numerical Mathematics, 2023 - Elsevier
In the current paper, an iterative numerical scheme based upon the quasilinearization
technique and Nyström method to find the approximate solution of the nonlinear Fredholm …

A class of reducible quadrature rules for the second-kind Volterra integral equations using barycentric rational interpolation

J Ma - Journal of Computational and Applied Mathematics, 2024 - Elsevier
Reducible quadrature rules constitute a well-established class of direct quadrature methods
for approximating solutions to Volterra integral equations. Unlike interpolatory quadrature …

The barycentric rational numerical differentiation formulas for stiff ODEs and DAEs

A Abdi, M Arnold, H Podhaisky - Numerical Algorithms, 2024 - Springer
Due to their several attractive properties, BDF-type multistep methods are usually the
method-of-choice for solving stiff initial value problems (IVPs) of ordinary differential …

Two postprocessing techniques for barycentric rational collocation methods applied to weakly singular VIEs

Z Zhao, C Huang - Numerical Algorithms, 2024 - Springer
This paper investigates two postprocessing techniques for barycentric rational collocation
methods for Volterra integral equations with weakly singular kernels. The interpolation …

Second derivative backward differentiation formulae for ODEs based on barycentric rational interpolants

A Abdi, G Hojjati - Numerical Algorithms, 2021 - Springer
For their several attractive features from the viewpoint of the numerical computations, linear
barycentric rational interpolants have been recently used to construct various numerical …

Rational finite difference solution of first-order Fredholm integro-differential equations via SOR iteration

MM Xu, J Sulaiman, L Hanif Ali - … : 7th ICCST 2020, Pattaya, Thailand, 29 …, 2021 - Springer
The linear rational finite difference method (LRFD) is becoming more and more popular
recently due to its excellent stability properties and convergence rate, especially when we …