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Solving Ito integral equations with time delay via basis functions

عنوان مقاله: Solving Ito integral equations with time delay via basis functions
شناسه ملی مقاله: JR_CMDE-8-2_005
منتشر شده در در سال 1399
مشخصات نویسندگان مقاله:

- - - Department of Mathematics, South Tehran Branch, Islamic Azad Uiversity, Tehran, Iran

خلاصه مقاله:
In this paper, a direct method for solving Volterra-Fredholm integral equations with time delay by using orthogonal functions and their stochastic operational matrix of integration is proposed. Stochastic integral equations can be reduced to a sparse system which can be directly solved. Numerical examples show that the proposed scheme has a suitable degree of accuracy.

کلمات کلیدی:
Delay integral equations, Stochastic operational matrix, Stochastic Volterra-Fredholm integral equations, It^o integral

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1598017/