Numerical solution of stochastic integral equations by using Bernoulli operational matrix
type: Item
instance of: scholarly article
title: Numerical solution of stochastic integral equations by using Bernoulli operational matrix
zbMATH Open document ID: 1470.65224
author: Rebiha Zeghdane
published in: Mathematics and Computers in Simulation
publication date: 2021-03-02T00:00:00Z
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 45D05
Mathematics Subject Classification ID: 45R05
Mathematics Subject Classification ID: 45B05
Mathematics Subject Classification ID: 45G10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7316747
zbMATH Keywords: Bernoulli polynomials
zbMATH Keywords: stochastic operational matrix
zbMATH Keywords: Itô integral
zbMATH Keywords: collocation method
zbMATH Keywords: numerical solution
MaRDI profile type: Publication
full work available at URL: j.matcom.2019.03.005
OpenAlex ID: W2934668904
cites work: Fredholm-Volterra integral equation with singular kernel.
cites work: Q3331506
cites work: The eigenfunctions of the Hilbert matrix
cites work: Q4404205
cites work: Q2941222
cites work: Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions
cites work: Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type
cites work: Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equations
cites work: A new Bernoulli matrix method for solving high-order linear and nonlinear Fredholm integro-differential equations with piecewise intervals
cites work: The Numerical Solution of Two-Dimensional Volterra Integral Equations by Collocation and Iterated Collocation
cites work: Asymptotic error expansion of a collocation-type method for Volterra- Hammerstein integral equations
cites work: An algorithmic introduction to numerical simulation of stochastic differential equations
cites work: Higher-order implicit strong numerical schemes for stochastic differential equations
cites work: Q4146094
cites work: A New Approach to Bernoulli Polynomials
cites work: Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
cites work: Numerical solution of Volterra type integral equation of the first kind with wavelet basis
cites work: Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
cites work: A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
cites work: Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
cites work: Q5822969
cites work: A generalization of the Bernoulli polynomials
cites work: Numerical solution of Volterra-Fredholm integral equations using Legendre collocation method
cites work: Numerical solution of nonlinear Volterra-Fredholm-Hammerstein integral equations via collocation method based on radial basis functions
cites work: Series associated with the zeta and related functions
cites work: Implicit Taylor methods for stiff stochastic differential equations
cites work: A collocation method based on Bernoulli operational matrix for numerical solution of generalized pantograph equation
cites work: A new Bernoulli matrix method for solving second order linear partial differential equations with the convergence analysis
DOI: 10.1016/J.MATCOM.2019.03.005
description: scientific article; zbMATH DE number 7316747