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Collocation methods for nonlinear stochastic Volterra integral equations
Computational and Applied Mathematics ( IF 2.5 ) Pub Date : 2020-11-23 , DOI: 10.1007/s40314-020-01353-x
Xiaoli Xu , Yu Xiao , Haiying Zhang

Influenced by Xiao et al. (J Integral Equations Appl 30(1):197–218, 2018), collocation methods are developed to study strong convergence orders of numerical solutions for nonlinear stochastic Volterra integral equations under the Lipschitz condition in this paper. Some properties of exact solutions are discussed. These properties include the mean-square boundedness, the Hölder condition, and conditional expectations. In addition, this paper considers the solvability, the mean-square boundedness, and strong convergence orders of numerical solutions. At last, we validate our conclusions by numerical experiments.



中文翻译:

非线性随机Volterra积分方程的配置方法

受到Xiao等人的影响。(J积分方程Appl 30(1):197–218,2018),本文开发了搭配方法以研究Lipschitz条件下非线性随机Volterra积分方程数值解的强收敛阶。讨论了精确解的一些性质。这些属性包括均方有界度,Hölder条件和条件期望。此外,本文还考虑了数值解的可解性,均方有界性和强收敛阶。最后,我们通过数值实验验证了我们的结论。

更新日期:2020-11-23
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