求解随机伊托-伏特拉积分方程的快速准确数值算法

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-07-29 DOI:10.1007/s11075-024-01898-6

Rebiha Zeghdane

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引用次数: 0

摘要

本文旨在介绍一种用于逼近随机 Volterra 积分方程解的简单数值技术。所提出的方法依赖于 Picard 迭代，并使用合适的正交规则。本文证明了所提技术的误差估计和相关定理。研究了一些测试实例，以验证所提技术的适用性和准确性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations

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Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations

The purpose of this paper is to present a simple numerical technique for approximating the solutions of stochastic Volterra integral equations. The proposed method depends on the Picard iteration and uses a suitable quadrature rule. Error estimates and associated theorems have been proved for this proposed technique. Some test examples have been studied to verify the applicability and accuracy of the proposed technique.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.