approximate solution of the stochastic volterra integral equations via expansion method

نویسندگان

m. khodabin

k. maleknejad

t. damercheli

چکیده

in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique gives an approximate simple and closed form solution for the svie. expectation of the approximating process is computed. some numerical examples are used to illustrate the accuracy of the method.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximate solution of the stochastic Volterra integral equations via expansion method

In this paper, we present an efficient method for determining the solution of the stochastic second kind Volterra integral equations (SVIE) by using the Taylor expansion method. This method transforms the SVIE to a linear stochastic ordinary differential equation which needs specified boundary conditions. For determining boundary conditions, we use the integration technique. This technique give...

متن کامل

Approximate Solution of Linear Volterra-Fredholm Integral Equations and Systems of Volterra-Fredholm Integral Equations Using Taylor Expansion Method

In this study, a new application of Taylor expansion is considered to estimate the solution of Volterra-Fredholm integral equations (VFIEs) and systems of Volterra-Fredholm integral equations (SVFIEs). Our proposed method is based upon utilizing the nth-order Taylor polynomial of unknown function at an arbitrary point and employing integration method to convert VFIEs into a system of linear equ...

متن کامل

existence and approximate $l^{p}$ and continuous solution of nonlinear integral equations of the hammerstein and volterra types

بسیاری از پدیده ها در جهان ما اساساً غیرخطی هستند، و توسط معادلات غیرخطی ‎‏بیان شد‎‎‏ه اند. از آنجا که ظهور کامپیوترهای رقمی با عملکرد بالا، حل مسایل خطی را آسان تر می کند. با این حال، به طور کلی به دست آوردن جوابهای دقیق از مسایل غیرخطی دشوار است. روش عددی، به طور کلی محاسبه پیچیده مسایل غیرخطی را اداره می کند. با این حال، دادن نقاط به یک منحنی و به دست آوردن منحنی کامل که اغلب پرهزینه و ...

15 صفحه اول

A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method wa...

متن کامل

Approximate solution of dual integral equations

‎We study dual integral equations which appear in formulation of the‎ ‎potential distribution of an electrified plate with mixed boundary‎ ‎conditions‎. ‎These equations will be converted to a system of‎ ‎singular integral equations with Cauchy type kernels‎. ‎Using‎ ‎Chebyshev polynomials‎, ‎we propose a method to approximate the‎ ‎solution of Cauchy type singular integral equation which will ...

متن کامل

Convergence of Approximate Solution of Nonlinear Volterra-Fredholm Integral Equations

In this study, an effective technique upon compactly supported semi orthogonal cubic Bspline wavelets for solving nonlinear Volterra-Fredholm integral equations is proposed. Properties of B-spline wavelets and function approximation by them are first presented and the exponential convergence rate of the approximation, Ο(2 -4j ), is proved. For solving the nonlinear Volterra-Fredholm integral eq...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
international journal of industrial mathematics

ناشر: science and research branch, islamic azad university, tehran, iran

ISSN 2008-5621

دوره 6

شماره 1 2014

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023