a numerical method for solving nonlinear fredholm-volterra integral equations of general type is presented. this method is based on replacement of unknown function by truncated series of well known chebyshev expansion of functions. the quadrature formulas which we use to calculate integral terms have been imated by fast fourier transform (fft). this is a grate advantage of this method which has...

in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...

Although perturbation techniques are widely applied to analyze nonlinear problems in science and engineering, they are however so strongly dependent on small parameters appeared in equations under consideration that they are restricted only to weakly nonlinear problems. For strongly nonlinear problems which don’t contain any small parameters, perturbation techniques are invalid. So, it seems ne...

We study spectral Galerkin approximations of an Allen–Cahn equation over the two-dimensional torus perturbed by weak space-time white noise of strength √ ε. We introduce a Wick renormalisation of the equation in order to have a system that is welldefined as the regularisation is removed. We show sharp upper and lower bounds on the transition times from a neighbourhood of the stable configuratio...

Stochastic diffusion is a general phenomenon observed in various national and engineering systems. It is typically modeled by either stochastic differential equation (SDE) or Fokker-Planck equation (FPE), which are equivalent approaches. Path integral is an accurate and effective method to solve FPEs. Yet, computational efficiency is the common challenge for path integral and other numerical me...

In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal ...

In this paper, we propose a new numerical method for solution of Urysohn two dimensional mixed Volterra-Fredholm integral equations of the second kind on a non-rectangular domain. The method approximates the solution by the discrete collocation method based on inverse multiquadric radial basis functions (RBFs) constructed on a set of disordered data. The method is a meshless method, because it ...

This paper presents a work in progress aiming at the solution of the diffuse radiosity problem, i.e. a Fredholm type integral equation, on the graphics hardware.

A direct method for solving nonlinear two-dimensional Fredholm integral equations (FIE) of the second kind is presented. Using two-dimensional rationalized Haar (RH) functions, the numerical solution of these equations is reduced to solving a nonlinear system of algebraic equations. Numerical examples are presented to demonstrate the effectiveness of the proposed method.