2025 : 7 : 31
Farshid Mirzaee

Farshid Mirzaee

Academic rank: Professor
ORCID: 0000-0002-1429-2548
Education: PhD.
ScopusId: 6508385954
HIndex: 34/00
Faculty: Mathematical Sciences and Statistics
Address: Faculty of Mathematical Sciences and Statistics, Department of Applied Mathematics, Malayer University, 4 Km Malayer-Arak Road, P. O. Box 65719-95863, Malayer, Iran.
Phone: +98 - 81 - 32457459

Research

Title
New technique based on Vieta–Lucas polynomials for solving nonlinear stochastic Itô-Volterra integral equation
Type
JournalPaper
Keywords
: Brownian motion, Error estimation, Iterative method, Nonlinear stochastic integral equations, Shifted Vieta–Lucas polynomials
Year
2025
Journal International Journal of Numerical Modelling: Electronic Networks, Devices and Fields
DOI
Researchers A B ، Farshid Mirzaee ، Erfan Solhi

Abstract

In the present study, we introduce an iterative technique grounded in shifted Vieta–Lucas polynomials for the numerical solution of nonlinear stochastic Volterra integral equations. Notably, our iterative approach is fast and provides solutions without solving algebraic equations. This method addresses nonlinear problems with high accuracy, making it very useful. We present an error estimation for the suggested approach, theoretically confirming its accuracy. Several numerical examples illustrate the practicality and efficacy of our technique. Furthermore, we compare the numerical outcomes of our method with those reported in existing literature and, whenever available, with exact solutions. This comparative analysis affirms the practicality and high precision of the suggested approach.