An iterative shifted Chebyshev method for nonlinear stochastic Itô–Volterra integral equations

Autor:	M. S. Barikbin, A. R. Vahidi, Esmail Babolian, T. Damercheli
Rok vydání:	2020
Předmět:	Computational Mathematics Chebyshev polynomials Nonlinear system symbols.namesake Work (thermodynamics) Iterative method Applied Mathematics Convergence (routing) Chebyshev method symbols Applied mathematics Volterra integral equation Mathematics
Zdroj:	Journal of Computational and Applied Mathematics. 378:112912
ISSN:	0377-0427
Popis:	In the present work, we propose an iterative method based on the shifted Chebyshev polynomials for the numerical investigation of the nonlinear stochastic Volterra integral equations. Moreover, the convergence of the proposed method is studied. The proposed iterative method is fast and easy to implement. Some numerical examples are given to show the applicability and efficiency of the presented method. The numerical results of the proposed method are compared with the reported results in the literature and with the exact solutions if they exist. The reported comparison confirm the applicability and high accuracy of the proposed method.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::70a2f99c6b3a284fc557d7b5e77a22b1 https://doi.org/10.1016/j.cam.2020.112912 Zobrazit plný text záznamu Full Text from ScienceDirect