Affiliation:
1. Department of Mathematics, University of Hormozgan, P. O. Box 3995, Bandar Abbas, Iran e-mails: ;
Abstract
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 divided into a finite number of subintervals. Then, the Chebyshev–Gauss–Radau points along with the Lagrange interpolation method are employed to get approximate solution of NSIVIE in each subinterval. The method enjoys the advantage of providing the approximate solutions in the entire domain accurately. The convergence analysis of the numerical method is also provided. Some illustrative examples are given to elucidate the efficiency and applicability of the proposed method.
Subject
Applied Mathematics,Mechanical Engineering,Control and Systems Engineering,Applied Mathematics,Mechanical Engineering,Control and Systems Engineering
Cited by
9 articles.
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