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An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations | ||
| Computational Methods for Differential Equations | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 21 فروردین 1405 اصل مقاله (1.25 M) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2026.69103.3395 | ||
| نویسندگان | ||
| Faezeh Bahmani؛ Ali Eftekhari* | ||
| Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Kashan, Kashan 87317-53153, Iran. | ||
| چکیده | ||
| This paper introduces a polynomial sinc-based collocation method, combined with Gauss-Legendre and Newton-Cotes quadrature rules to solve stochastic Volterra integral equations (SVIEs) with a m-dimensional Brownian motion process. The proposed technique employs Lagrange polynomial interpolation at sinc-type collocation nodes to approximate the solution, thereby reducing the SVIE to a system of algebraic equations that can be solved at low to moderate computational cost. A rigorous convergence analysis of the scheme is presented, and several numerical experiments are carried out to illustrate its accuracy, efficiency, and reliability. | ||
| کلیدواژهها | ||
| Stochastic Volterra integral equations؛ Poly-sinc collocation method؛ m-dimensional Brownian motion process؛ Gauss-Legendre quadrature؛ Composite Newton-Cotes quadrature | ||
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آمار تعداد مشاهده مقاله: 18 تعداد دریافت فایل اصل مقاله: 57 |
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