Jacobi spectral collocation approximation for multi-dimensional time-fractional Schrödinger equations
In the present paper, we construct the numerical solution for time fractional (1+ 1)-and (1+ 2)-
dimensional Schrödinger equations (TFSEs) subject to initial boundary. The solution is …
dimensional Schrödinger equations (TFSEs) subject to initial boundary. The solution is …
Numerical solution of stochastic Itô-Volterra integral equation by using Shifted Jacobi operational matrix method
In this paper, a numerical method is implemented to solve the stochastic Itô-Volterra integral
equations. In this approach, operational matrices have been applied to reduce the stochastic …
equations. In this approach, operational matrices have been applied to reduce the stochastic …
Numerical treatment of stochastic differential equations: Diffusion and jump-diffusion processes with applications
I Boukhelkhal - 2024 - dspace.univ-bba.dz
In thisdissertation, wedealwiththeproblemofsimulatingstochasti… driven
byBrownianmotionorthegeneralL´ evy processes. First, weestablishthebasic theory …
byBrownianmotionorthegeneralL´ evy processes. First, weestablishthebasic theory …
An efficient fractional-order wavelet method for fractional Volterra integro-differential equations
F Mohammadi - International Journal of Computer Mathematics, 2018 - Taylor & Francis
In this paper, an efficient and robust numerical technique is suggested to solve fractional
Volterra integro-differential equations (FVIDEs). The proposed method is mainly based on …
Volterra integro-differential equations (FVIDEs). The proposed method is mainly based on …