Pseudo-Spectral Galerkin Method Using Shifted Vieta-Fibonacci Polynomials for Stochastic Models: Existence, Stability, and Numerical Validation

Abstract This article introduces a novel methodology for tackling stochastic Itô Volterra-Fredholm integral equations through a pseudo-Spectral Galerkin method utilizing shifted Vieta-Fibonacci polynomials. The method is very efficient in solving integral and integro-differential equations, which of...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Gupta, Reema [verfasserIn]

Chakraverty, Snehashish [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2024

Schlagwörter:

Stochastic integral equation

Brownian motion

Vieta-Fibonacci polynomials

Stability analysis

Convergence analysis

Pseudo-Spectral Galerkin method

Anmerkung:

© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Übergeordnetes Werk:

Enthalten in: Methodology and computing in applied probability - Springer US, 1999, 26(2024), 4 vom: 05. Okt.

Übergeordnetes Werk:

volume:26 ; year:2024 ; number:4 ; day:05 ; month:10

Links:

Volltext

DOI / URN:

10.1007/s11009-024-10114-w

Katalog-ID:

SPR057684286

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