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
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author Pourdarvish, Ahmad
Sayevand, Khosro
Masti, Iman
Kumar, Sunil
author_facet Pourdarvish, Ahmad
Sayevand, Khosro
Masti, Iman
Kumar, Sunil
author_sort Pourdarvish, Ahmad
collection PubMed
description 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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spelling pubmed-87835982022-01-24 Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations Pourdarvish, Ahmad Sayevand, Khosro Masti, Iman Kumar, Sunil Int J Appl Comput Math Original Paper 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. Springer India 2022-01-22 2022 /pmc/articles/PMC8783598/ /pubmed/35097164 http://dx.doi.org/10.1007/s40819-022-01246-z Text en © The Author(s), under exclusive licence to Springer Nature India Private Limited 2022 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Original Paper
Pourdarvish, Ahmad
Sayevand, Khosro
Masti, Iman
Kumar, Sunil
Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title_full Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title_fullStr Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title_full_unstemmed Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title_short Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
title_sort orthonormal bernoulli polynomials for solving a class of two dimensional stochastic volterra–fredholm integral equations
topic Original Paper
url 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
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