In this paper, an attractive idea using moving least squares (MLS) and spectral collocation method is extended to estimate the solution of nonlinear stochastic Volterra integro …
MH Heydari, MR Mahmoudi, A Shakiba… - … in Nonlinear Science …, 2018 - Elsevier
In this paper, a new computational method is proposed to solve a class of nonlinear stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm). The …
Wavelet Analysis: Basic Concepts and Applications provides a basic and self-contained introduction to the ideas underpinning wavelet theory and its diverse applications. This book …
This paper is concerned with a computational approach based on the Chebyshev cardinal wavelets for a novel class of nonlinear stochastic differential equations characterized by the …
Using the unified solver technique, the rigorous and effective new novel optical progressive and stationary structures are established in the aspects of hyperbolic, trigonometric, rational …
The generalized Couette flow of Jeffrey nanofluid through porous medium, subjected to the oscillating pressure gradient and mixed convection, is numerically simulated using variable …
In this article, an idea based on moving least squares (MLS) and spectral collocation method is used to estimate the solution of nonlinear stochastic Volterra–Fredholm integral equations …
N Samadyar, F Mirzaee - International Journal of Numerical …, 2020 - Wiley Online Library
In this paper, orthonormal Bernoulli collocation method has been developed to obtain the approximate solution of linear singular stochastic Itô‐Volterra integral equations. By …
In various fields of science and engineering, such as financial mathematics, mathematical physics models, and radiation transfer, stochastic integral equations are important and …