Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations

Analyzing the mathematical models involving Itô integral, in particular in science and engineering has received much attention, and the reason for this issue is the randomness and lack of access to the exact answer of this type of models. For this purpose, in this paper, the approximate solution of...

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Detalles Bibliográficos
Autores principales: Pourdarvish, Ahmad, Sayevand, Khosro, Masti, Iman, Kumar, Sunil
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer India 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8783598/
https://www.ncbi.nlm.nih.gov/pubmed/35097164
http://dx.doi.org/10.1007/s40819-022-01246-z
Descripción
Sumario:Analyzing the mathematical models involving Itô integral, in particular in science and engineering has received much attention, and the reason for this issue is the randomness and lack of access to the exact answer of this type of models. For this purpose, in this paper, the approximate solution of two dimensional (2-D) stochastic Volterra–Fredholm integral equations (SVFIEs) based on the operational matrix method and orthonormal Bernoulli polynomials (OBP) is investigated. Some results and convergence analysis are also presented. Finally, by presenting three examples and reviewing the results and numerical comparisons, we showed that the proposed method has an excellent performance.

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