Numerical treatment of nonlinear stochastic itô–volterra integral equations by piecewise spectral-collocation method

F Mohammadi - Journal of Computational and …, 2019 - asmedigitalcollection.asme.org
This paper deals with the approximate solution of nonlinear stochastic Itô–Volterra integral
equations (NSIVIE). First, the solution domain of these nonlinear integral equations is …

Fractional order Jacobi wavelet-based numerical analysis of fractal-fractional multi-pantograph delay differential equation with variable coefficients

D Singh, SR Verma - 2024 - researchsquare.com
In this study, the fractal-fractional Caputo and Caputo-Fabrizio derivatives are used to
formulate the fractal-fractional model of multi-pantograph delay differential equations with …

[HTML][HTML] Numerical treatment of stochastic delay differential equations: A global error bound

B Akhtari - Journal of Computational and Applied Mathematics, 2019 - Elsevier
Motivated by the error analysis of numerical solution for stochastic delay differential
equations, a new result indicating the dependency of convergence rate of the scheme on …