2021
DOI: 10.1016/j.amc.2021.126447
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Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method

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Cited by 19 publications
(4 citation statements)
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“…In the local region of a fitting function selected, the fitting function is [18][19][20][21][22][23]:…”
Section: Establishment Of Fitting Functionmentioning
confidence: 99%
“…In the local region of a fitting function selected, the fitting function is [18][19][20][21][22][23]:…”
Section: Establishment Of Fitting Functionmentioning
confidence: 99%
“…In these methods, a finite expansion (with unknown coefficients) is considered as the solution of the problem, and by replacing it in the original equation, the expansion coefficients and consequently the solution of problem are obtained. Some of the recently used projection methods for such stochastic equations are Jacobi polynomials Galerkin method [24], cubic B‐spline method [28], moving least squares method [29], block‐pulse method [30], Bernstein polynomials method [31], and Legendre collocation method [32].…”
Section: Introductionmentioning
confidence: 99%
“…A single-step method for IDEs is given in [15]. The other numerical methods for different types of IDEs are the spectral collocation methods [16], Cubic B-spline approximation [17], collocation methods based on polynomials [18], and meshless methods [19].…”
Section: Introductionmentioning
confidence: 99%