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Mittag-leffler Euler-maruyama Method for Linear Stochastic Volterra Integral Equations With Weakly Singular Kernels

Year: 2025

Type: article

Abstract: This paper reconsiders the linear stochastic Volterra integral equations with weakly singular kernels. For the equivalent form of the underlying equation, we propose the improved version of the existing mean-square asymptotical stability result for the exact solution. Moreover, some new or improved results are obtained for the Mittag-Leffler Euler–Maruyama method for the equations, and it is shown that the method shares sharp strong convergence with order $ 1/2-\beta $ and carries preferable stability. The numerical examples are performed to show the accuracy and effectiveness of the numerical scheme and verify the correctness of the theoretical analysis.

Source: Journal of Applied Analysis & Computation

DOI: 10.11948/20250132

Authors: Xiangting Hu, Aiguo Xiao, Xinjie Dai, Mengjie Wang

Institutions: Xiangtan University, National Natural Science Foundation of China, Yunnan University

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4415533063

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Cites: 30

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