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Volterra integral equations
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A novel efficient technique for solving nonlinear stochastic Itô–Volterra integral equations
期刊论文
Expert Systems with Applications,2024, 卷号: 238
作者:
Boukhelkhal, Ikram
;
Zeghdane, Rebiha
;
Elsawah, A. M.
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2024/03/12
Collocation method
Gauss–Legendre quadrature
Generalized Lagrange functions
Jacobi nodes
Nonlinear stochastic integral equations
Volterra square-root process: Stationarity and regularity of the law
期刊论文
Annals of Applied Probability,2024, 卷号: 34, 期号: 1 A, 页码: 318-356
作者:
Friesen, Martin
;
Jin, Peng
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2024/03/12
absolute continuity
Affine Volterra processes
limiting distributions
mean-reversion
square-root process
Volterra integral equations
A note on Jacobi spectral-collocation methods for weakly singular Volterra integral equations with smooth solutions
期刊论文
Journal of Computational Mathematics,2013, 卷号: 31, 期号: 1, 页码: 47-56
作者:
Chen, Yanping
;
Li, Xianjuan
;
Tang, Tao
收藏
  |  
浏览/下载:32/0
  |  
提交时间:2021/05/11
Convergence analysis
Spectral-collocation methods
Volterra integral equations
Parallel in time algorithm with spectral-subdomain enhancement for volterra integral equations
期刊论文
SIAM Journal on Numerical Analysis,2013, 卷号: 51, 期号: 3, 页码: 1735-1756
作者:
Li, Xianjuan
;
Tang, Tao
;
Xu, Chuanju
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  |  
浏览/下载:9/0
  |  
提交时间:2021/05/10
Spectral collocation
Time parareal
Volterra integral equations
Convergence analysis of spectral Galerkin methods for Volterra type integral equations
期刊论文
Journal of Scientific Computing,2012, 卷号: 53, 期号: 2, 页码: 414-434
作者:
Xie, Ziqing
;
Li, Xianjuan
;
Tang, Tao
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  |  
浏览/下载:15/0
  |  
提交时间:2021/05/10
Pseudo-spectral Galerkin
Spectral convergence
Spectral Galerkin
The second kind Volterra integral equations
Accuracy enhancement using spectral postprocessing for differential equations and integral equations
会议论文
Communications in Computational Physics, Chinese Acad Sci, Beijing, China, JUN 18-22, 2007
作者:
Tang, Tao
;
Xu, Xiang
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  |  
浏览/下载:10/0
  |  
提交时间:2021/07/14
Hamiltonian system
Integral equations
Postprocessing
Rate of convergence
Spectral methods
Spectral methods for weakly singular Volterra integral equations with smooth solutions
期刊论文
Journal of Computational and Applied Mathematics,2009, 卷号: 233, 期号: 4, 页码: 938-950
作者:
Chen, Yanping
;
Tang, Tao
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2021/05/10
Error analysis
Smooth solutions
Spectral methods
Volterra integral equations
Weakly singular kernels
On spectral methods for Volterra integral equations and the convergence analysis
期刊论文
Journal of Computational Mathematics,2008, 卷号: 26, 期号: 6, 页码: 825-837
作者:
Tang, Tao
;
Xu, Xiang
;
Cheng, Jin
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  |  
浏览/下载:29/0
  |  
提交时间:2021/05/10
Convergence analysis
Legendre-spectral method
Second kind Volterra integral equations
On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws
期刊论文
Journal of Functional Analysis,2006, 卷号: 238, 期号: 2, 页码: 612-635
作者:
Truman, Aubrey
;
Wu, Jianglun
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  |  
浏览/下载:12/0
  |  
提交时间:2023/05/30
Lévy space-time white noise
Local existence and uniqueness
Stochastic integral equations of jump type
Stochastic nonlinear equations
Symmetric integro-differential operators
A fast numerical method for integral equations of the first kind with logarithmic kernel using mesh grading
期刊论文
Journal of Computational Mathematics,2004, 卷号: 22, 期号: 2, 页码: 287-298
作者:
Chen, Qiyuan
;
Tang, Tao
;
Teng, Zhenhuan
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/05/10
Fast numerical method
Integral equations
Mesh grading