نتایج جستجو برای: Stochastic integral equation

تعداد نتایج: 446195  

Journal: :computational methods for differential equations 0
saeed vahdati esfahan university

in this article,we present a wavelet method for solving stochastic volterra integral equations based on haar wavelets. first, we approximate all functions involved in the problem by haar wavelets then, by substituting the obtained approximations in the problem, using the it^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

Journal: :international journal of industrial mathematics 2014
m. khodabin k. maleknejad t. damercheli

in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique give...

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.

Journal: :international journal of industrial mathematics 0
m. fallahpour‎‎ department of mathematics‎, ‎karaj‎ branch‎, ‎islamic azad university‎, karaj‎, ‎iran.‎ m. khodabin‎ department of mathematics‎, ‎karaj‎ branch‎, ‎islamic azad university‎, karaj‎, ‎iran.‎ k. maleknejad‎ department of mathematics‎, ‎karaj‎ branch‎, ‎islamic azad university‎, karaj‎, ‎iran.

in this paper, a numerical efficient method based on two-dimensional block-pulse functions (bpfs) is proposed to approximate a solution of the two-dimensional linear stochastic volterra-fredholm integral equation. finally the accuracy of this method will be shown by an example.

Journal: :international journal of mathematical modelling and computations 0
morteza khodabin karaj branch, islamic azad university iran, islamic republic of khosrow maleknejad iran, islamic republic of mohsen fallahpour iran, islamic republic of

in this paper, we introduce an efficient method based on haar wavelet to approximate a solutionfor the two-dimensional linear stochastic fredholm integral equation. we also give an example to demonstrate the accuracy of the method.

Journal: :Proceedings of the American Mathematical Society 1982

Khosrow Maleknejad Mohsen Fallahpour Morteza Khodabin

In this paper, we introduce an efficient method based on Haar wavelet to approximate a solutionfor the two-dimensional linear stochastic Fredholm integral equation. We also give an example to demonstrate the accuracy of the method.  

ژورنال: پژوهش های ریاضی 2018
Mirzaee, Farshid, Samadyar;, Nasrin,

Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations. Weakly singular integral equation is one of the principle type of integral equations which was introduced by Abel for the first time. These problems are often dependent on a noise source which a...

Journal: :Journal of Differential Equations 1984

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