نتایج جستجو برای: stochastic volterra integral equation

تعداد نتایج: 450584  

Journal: :Applied Mathematics and Computation 2004
M. A. Abdou F. A. Salama

Here, the solution in one, two and three dimensional for the Volterra–Fredholm integral equation of the first kind is obtained in the space L2ðXÞ C1⁄20; T , T < 1. Using a numerical method the integral equation of Volterra–Fredholm becomes a linear system of Fredholm integral equation when that the kernel of Fredholm integral takes a logarithmic form, Carleman function, generalized potential fu...

2007
Lechosław Hącia Karol Bednarek Andrzej Tomczewski

In this paper the method of integral equations is proposed for some problems of electrical engineering ( current density, radiative heat transfer, heat conduction). Presented models lead to a system of Fredholm integral equations, integro-differential equations or Volterra-Fredholm integral equations, respectively. We propose various numerical methods (discretization method and projection metho...

Journal: :SIAM J. Control and Optimization 2017
Tianxiao Wang Haisen Zhang

Abstract. Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to treat the non-convexity of the control regions by borrowing some tools in set-valued analysis and adapting them into our stochastic control systems. A ...

Journal: :Applied Mathematics and Computation 2006
Weiming Wang

In this paper, by using the theories and methods of integral equation and computer algebra, a reliable algorithm for solving the Volterra integral equation is established, and a new Maple algorithm mainproc is established, too. Some examples are presented to illustrate the implementations of the algorithm. The results of the examples indicate that the algorithm of Taylor polynomial method is si...

2012
Sohrab Effati Mohammad Hadi Noori Skandari

In this paper we present a new approach for linear Volterra integral equations that is based on optimal control theory. Some optimal control problems corresponding Volterra integral equation be introduced which we solve these problems by discretization methods and linear programming approaches. Finally, some examples are given to show the efficiency of approach. Index Terms —Volterra integral e...

This article proposes a fast and accurate expansion-iterative method for solving second kind linear Volterra integral equations. The method is based on a special representation of vector forms of triangular functions (TFs) and their operational matrix of integration. By using this approach, solving the integral equation reduces to solve a recurrence relation. The approximate solution of integra...

Journal: :iranian journal of fuzzy systems 2015
r. ezzati f. mokhtarnejad

in this paper, existence theorems for the fuzzy volterra-fredholm integral equations of mixed type (fvfiemt) involving fuzzy number valued mappings have been investigated. then, by using banach's contraction principle, sufficient conditions for the existence of a unique solution of fvfiemt are given. finally, illustrative examples are presented to validate the obtained results.

Somayeh Nemati Y. Ordokhani

In this paper, a method for finding an approximate solution of a class of two-dimensional nonlinear Volterra integral equations of the first-kind is proposed. This problem is transformedto a nonlinear two-dimensional Volterra integral equation of the second-kind. The properties ofthe bivariate shifted Legendre functions are presented. The operational matrices of integrationtogether with the produ...

Algebraic integral equations is a special category of Volterra integral equations system,  that has many applications in physics and engineering. The principal aim of this paper is to serve the numerical solution of an integral algebraic equation by using the Taylor expansion method. In this method, using the Taylor expansion of the unknown function, the algebraic integral equation system becom...

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