Differential–difference equation; Collocation points; Polynomial solutions Abstract This paper contributes a new matrix method for solving systems of high-order linear differential–difference equations with variable coefficients under given initial conditions. On the basis of the presented approach, the matrix forms of the Euler polynomials and their derivatives are constructed, and then by sub...

This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method.

in this paper we present a method for solving fuzzy linear systemsby two crisp linear systems. also necessary and sufficient conditions for existenceof solution are given. some numerical examples illustrate the efficiencyof the method.

in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. mo...

this paper presents a method for identification of linear system physical parameters (structural mass, damping and stiffness matrices) using the inverse solution of equation of motion in the frequency domain, by focus on the reducing the illconditioning effect. the method utilizes the measured responses from the forced vibration test of structure in order to identify the system properties and d...

In this work‎, ‎an iterative method based on a matrix form of LSQR algorithm is constructed for solving the linear operator equation $mathcal{A}(X)=B$‎ ‎and the minimum Frobenius norm residual problem $||mathcal{A}(X)-B||_F$‎ ‎where $Xin mathcal{S}:={Xin textsf{R}^{ntimes n}~|~X=mathcal{G}(X)}$‎, ‎$mathcal{F}$ is the linear operator from $textsf{R}^{ntimes n}$ onto $textsf{R}^{rtimes s}$‎, ‎$ma...

An approach is presented to get interconnections between the Fisher information matrix of an ARMAX process and a corresponding solution of a Stein equation. The case of algebraic multiplicity greater than one and the case of distinct eigenvalues are addressed. Appropriate links are constructed for these two cases by applying a factorization both for the Fisher information matrix and for a corre...