A stochastic collocation method for stochastic Volterra equations of the second kind [PDF]
Journal of Integral Equations and Applications, 2015 This work describes and analyzes a stochastic collocation method for stochastic Volterra integral equations (SVIEs) of the second kind with random forcing terms. A collocation method is used in temporal direction, and a spectral collocation method is used in the stochastic dimension, which lead to an uncoupled linear system associated with the ...
Cao, Yanzhao, Zhang, Ran
openaire +4 more sources
Simplex-stochastic collocation method with improved scalability [PDF]
Journal of Computational Physics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Edeling, Wouter N. +2 more
openaire +6 more sources
Numerical analysis of stochastic SIR model by Legendre spectral collocation method
Advances in Mechanical Engineering, 2019 This article represents Legendre spectral collocation method based on Legendre polynomials to solve a stochastic Susceptible, infected, Recovered (SIR) model.
Sami Ullah Khan, Ishtiaq Ali
doaj +2 more sources
Advanced stability analysis of a fractional delay differential system with stochastic phenomena using spectral collocation method [PDF]
Scientific ReportsIn recent years, there has been a growing interest in incorporating fractional calculus into stochastic delay systems due to its ability to model complex phenomena with uncertainties and memory effects.
Mengqi Xie +4 more
doaj +2 more sources
Collocation method for stochastic delay differential equations
Probabilistic Engineering Mechanics, 2023 Gergő Fodor +2 more
openaire +3 more sources
A numerical approach to solve the stochastic Allen-Cahn equation of fractional order [PDF]
Mathematics and Computational Sciences, 2021 In this paper, we employ a collocation method based on Legendre polynomials (LPs) to solve the time-fractional stochastic Allen-Cahn equation. This method is applied to convert the solution of this stochastic equation to the solution of a nonlinear ...
Afshin Babaei, Seddigheh Banihashemi
doaj +1 more source
A multilevel stochastic collocation method for SPDEs [PDF]
AIP Conference Proceedings, 2015 We present a multilevel stochastic collocation method that, as do multilevel Monte Carlo methods, uses a hierarchy of spatial approximations to reduce the overall computational complexity when solving partial differential equations with random inputs.
Max Gunzburger +3 more
openaire +3 more sources
Solving Stochastic Nonlinear Poisson-Boltzmann Equations Using a Collocation Method Based on RBFs
Mathematics, 2023 In this paper, we present a numerical scheme based on a collocation method to solve stochastic non-linear Poisson–Boltzmann equations (PBE). This equation is a generalized version of the non-linear Poisson–Boltzmann equations arising from a form of ...
Samaneh Mokhtari +4 more
doaj +1 more source
Multi-quadric collocation model of horizontal crustal movement [PDF]
Solid Earth, 2016 To establish the horizontal crustal movement velocity field of the Chinese mainland, a Hardy multi-quadric fitting model and collocation are usually used.
G. Chen, A. Zeng, F. Ming, Y. Jing
doaj +1 more source
Известия Иркутского государственного университета: Серия "Математика", 2022 The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels.
Aleksandr Tynda +2 more
doaj +1 more source