Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations
Farshid Mirzaee, Shiva Naserifar, Erfan Solhi
Topics & Concepts
MathematicsIntegral equationInterpolation (computer graphics)Algebraic equationCollocation methodNonlinear systemNumerical analysisApplied mathematicsVolterra integral equationCollocation (remote sensing)Convergence (economics)Mathematical optimizationMathematical analysisComputer scienceDifferential equationOrdinary differential equationComputer graphics (images)AnimationPhysicsEconomic growthMachine learningEconomicsQuantum mechanicsFractional Differential Equations SolutionsProbabilistic and Robust Engineering DesignDifferential Equations and Numerical Methods