AN EFFICIENT SINC POLYNOMIAL COLLOCATION APPROACH FOR SOLVING M-DIMENSIONAL STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

چکیده مقاله

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.