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• W3048947574 abstract "In this paper, the n-dimensional stochastic Itô-Volterra integral equation is numerically solved via quintic B-spline collocation method. To reach this aim, the quintic B-spline interpolation, Gauss–Legendre quadrature formula and Itô approximation are presented. By using the quintic B-spline collocation method, n-dimensional stochastic Itô-Volterra integral equation can be reduced to a linear or nonlinear system of algebraic equations. Also, convergence analysis of the proposed method is discussed. Finally, it is used in some numerical examples to illustrate the effectiveness of the proposed method." @default.
• W3048947574 created "2020-08-18" @default.
• W3048947574 creator A5059685491 @default.
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• W3048947574 date "2021-03-01" @default.
• W3048947574 modified "2023-10-02" @default.
• W3048947574 title "Quintic B-spline collocation method to solve <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML display=inline id=d1e404 altimg=si3.svg><mml:mi>n</mml:mi></mml:math>-dimensional stochastic Itô-Volterra integral equations" @default.
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• W3048947574 doi "https://doi.org/10.1016/j.cam.2020.113153" @default.
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