Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Kashan, Kashan 87317-53153, Iran.
10.22034/cmde.2026.69103.3395
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.
Bahmani, F. and Eftekhari, A. (2026). An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations. Computational Methods for Differential Equations, (), -. doi: 10.22034/cmde.2026.69103.3395
MLA
Bahmani, F. , and Eftekhari, A. . "An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations", Computational Methods for Differential Equations, , , 2026, -. doi: 10.22034/cmde.2026.69103.3395
HARVARD
Bahmani, F., Eftekhari, A. (2026). 'An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations', Computational Methods for Differential Equations, (), pp. -. doi: 10.22034/cmde.2026.69103.3395
CHICAGO
F. Bahmani and A. Eftekhari, "An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations," Computational Methods for Differential Equations, (2026): -, doi: 10.22034/cmde.2026.69103.3395
VANCOUVER
Bahmani, F., Eftekhari, A. An Efficient Sinc Polynomial Collocation Approach for Solving m-Dimensional Stochastic Volterra Integral Equations. Computational Methods for Differential Equations, 2026; (): -. doi: 10.22034/cmde.2026.69103.3395
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