Volume 9, Issue 1 (5-2023)                   mmr 2023, 9(1): 222-245 | Back to browse issues page

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Vahidi A, Momenzadeh N, Babolian E. Numerical solution of random Ito-Voltaire integral equation with random polynomials using modified and improved cap base functions. mmr 2023; 9 (1) :222-245
URL: http://mmr.khu.ac.ir/article-1-3156-en.html
Numerical solution of random Ito-Voltaire integral equation with random polynomials using modified and improved cap base functions
Alireza Vahidi 1, Neda Momenzadeh , Esmail Babolian
1- , alrevahidi@yahoo.com
Abstract:   (672 Views)
In this paper, modified hat functions and improved hat functions are proposed to solve stochastic Ito ̂-Volterra integral equations with multi stochastic terms. A linear system of equations are achieved by replacing the vector and matrix coefficients and operational matrices in the equation which is easy to solve with mathematical softwares. Also, under some conditions the error of these methods are o(h^3) and o(h^4 ) . The accuracy and reliability of these two methods are studied by solving and comparing the answers with block pulse functions and hat functions.
Keywords: Stochastic integral equations, Brownian motionModified hat functions, Operational matrix
Full-Text [PDF 1762 kb]   (131 Downloads)    
Type of Study: Original Manuscript | Subject: Mat
Received: 2020/11/29 | Revised: 2024/01/7 | Accepted: 2021/08/3 | Published: 2023/06/20 | ePublished: 2023/06/20
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