| Authors | فائزه بهمنی,علی افتخاری |
|---|
| Journal | Computational Methods for Differential Equations |
|---|
| IF | 1.3 |
|---|
| Paper Type | Full Paper |
|---|
| Published At | 2026-04-10 |
|---|
| Journal Grade | Scientific - research |
|---|
| Journal Type | Electronic |
|---|
| Journal Country | Iran, Islamic Republic Of |
|---|
| Journal Index | ISC ,ISI-Listed ,SCOPUS |
|---|
| Keywords | Stochastic Volterra integral equations, Poly, sinc collocation method, Itô integral, m, dimensional Brownian motion process, Gauss, Legendre quadrature, Composite Newton, Cotes quadrature, Error analysis |
|---|
Abstract
This paper introduces a polynomial sinc-based collocation method, combined with Gauss-Legendre
and Newton-Cotes quadrature rules to solve stochastic Volterra integral equations (SVIEs) with a
m-dimensional Brownian motion process. The proposed technique employs Lagrange polynomial interpolation at sinc-type collocation nodes to approximate the solution, thereby reducing the SVIE to
a system of algebraic equations that can be solved at low to moderate computational cost. A rigorous
convergence analysis of the scheme is presented, and several numerical experiments are carried out to
illustrate its accuracy, efficiency, and reliability.
