the principal aim of this paper is to serve the numerical solution of an integral-algebraic equation (iae) by using the bernoulli polynomials and the residual correction method. after implementation of our scheme, the main problem would be transformed into a system of algebraic equations such that its solutions are the unknown bernoulli coefficients. thismethod gives an analytic solution when t...

an enhamced scheme is introduced for the solution of two dimensional umsteady euler equations. the finite- volume method of jameson et al. is modified by devicing a pnessune sensor in cell flux calculations. then the discretized gorerning equations ane relaxed in time until na steady state is reached. an appropriate model for the artificial dissipation was also employed. several tests wene cond...

in this paper, the bernstein polynomials are used to approximate the solutions of linear integral equations with multiple time lags (iemtl) through expansion methods (collocation method, partition method, galerkin method). the method is discussed in detail and illustrated by solving some numerical examples. comparison between the exact and approximated results obtained from these methods is...

Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring its properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Poisson jumps, and investigate the convergence of numerical approximation. It is proved that the the numerical a...