On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations

I Masti, K Sayevand - Mathematics and Computers in Simulation, 2024 - Elsevier
In recent years, as detailed in several monographs, derivations of the fractional differential
equations and fractional integral equations are based on random functional or stochastic …

Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra–Fredholm integral equations

F Mirzaee, E Solhi, N Samadyar - Applied Numerical Mathematics, 2021 - Elsevier
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 …

Quintic B-spline collocation method to solve n-dimensional stochastic Itô-Volterra integral equations

F Mirzaee, S Alipour - Journal of Computational and Applied Mathematics, 2021 - Elsevier
In this paper, the n-dimensional stochastic Itô-Volterra integral equation is numerically
solved via quintic B-spline collocation method. To reach this aim, the quintic B-spline …

An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: A combined successive approximations method with bilinear spline …

S Alipour, F Mirzaee - Applied Mathematics and Computation, 2020 - Elsevier
The authors propose a numerical iterative algorithm based on a combination of the
successive approximations method and the bilinear spline interpolation. This algorithm is …

Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations

M Kazemi, A Deep, A Yaghoobnia - Mathematical Sciences, 2024 - Springer
In this paper, the conditions for the existence of a solution for fractional stochastic functional
integral in Banach space are investigated. For this purpose, the concept of noncompactness …

Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method

X Dai, A **ao - Advances in Computational Mathematics, 2020 - Springer
This paper considers Lévy noise driven nonlinear stochastic Volterra integral equations with
doubly weakly singular kernels, whose singular points include both s= 0 and s= t. The …

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 …

Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations

M Saffarzadeh, M Heydari… - … Methods in the Applied …, 2020 - Wiley Online Library
In this paper, an efficient and accurate numerical iterative algorithm based on the linear
spline interpolation for solving the system of nonlinear stochastic Itô‐Volterra integral …

Convergence analysis of an iterative scheme to solve a family of functional Volterra integral equations

F Zare, M Heydari, GB Loghmani - Applied Mathematics and Computation, 2024 - Elsevier
In the current study, an efficient iterative scheme which is based on the two powerful tools
called the quasilinearization method and the Jacobi-Galerkin method is proposed to solve a …