scholarly journals Numerical Solution of Multidimensional Stochastic Itô-Volterra Integral Equation Based on the Least Squares Method and Block Pulse Function

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Ting Ke ◽  
Guo Jiang ◽  
Mengting Deng
Keyword(s):  
Integral Equation ◽  
Error Analysis ◽  
Numerical Solution ◽  
Least Squares ◽  
Algebraic Equation ◽  
Volterra Integral Equation ◽  
Linear Algebraic Equation ◽  
Least Squares Method ◽  
Numerical Examples ◽  
Block Pulse Function

In this paper, a method based on the least squares method and block pulse function is proposed to solve the multidimensional stochastic Itô-Volterra integral equation. The Itô-Volterra integral equation is transformed into a linear algebraic equation. Furthermore, the error analysis is given by the isometry property and Doob’s inequality. Numerical examples verify the effectiveness and precision of this method.

scholarly journals Numerical Solution for Solving System of Fuzzy Nonlinear Integral Equation by Using Modified Decomposition Method

2017 ◽  
Vol 10 (1) ◽  
pp. 32
Author(s):  
Alan Jalal Abdulqader
Keyword(s):  
Integral Equation ◽  
Error Analysis ◽  
Numerical Solution ◽  
Decomposition Method ◽  
Numerical Scheme ◽  
Nonlinear Integral Equation ◽  
Numerical Examples

In this paper, we intend to offer system of fuzzy nonlinear integral equation also numerical scheme to solve. by using the new and fast technique to solve our problem. we try to discuss some numerical aspects such as convergence and error analysis. Finally, accuracy and applicability of the proposed methods are carried out along with comparisons using some numerical examples.

scholarly journals Numerical Solution of Fractional Integro-Differential Equations by Least Squares Method and Shifted Chebyshev Polynomial

2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
D. Sh. Mohammed
Keyword(s):  
Differential Equations ◽  
Numerical Solution ◽  
Least Squares ◽  
Chebyshev Polynomial ◽  
Least Squares Method ◽  
Numerical Examples ◽  
Shifted Chebyshev Polynomial ◽  
Theoretical Results

We investigate the numerical solution of linear fractional integro-differential equations by least squares method with aid of shifted Chebyshev polynomial. Some numerical examples are presented to illustrate the theoretical results.

scholarly journals COLLOCATION METHOD FOR FUZZY VOLTERRA INTEGRAL EQUATIONS OF THE SECOND KIND

2020 ◽  
Vol 25 (1) ◽  
pp. 146-166 ◽  
Author(s):  
Zahra Alijani ◽  
Urve Kangro
Keyword(s):  
Integral Equation ◽  
Numerical Solution ◽  
Integral Equations ◽  
Collocation Method ◽  
Volterra Integral Equation ◽  
Basis Function ◽  
Convergence Rates ◽  
Numerical Examples ◽  
Convergence Estimates ◽  
Upper And Lower Functions

In this paper we consider fuzzy Volterra integral equation of the second kind whose kernel may change sign. We give conditions for smoothness of the upper and lower functions of the solution. For numerical solution we propose the collocation method with two different basis function sets: triangular and rectangular basis. The smoothness results allow us to obtain the convergence rates of the methods. The proposed methods are illustrated by numerical examples, which confirm the theoretical convergence estimates.

scholarly journals Extension of the Chebyshev Method of Quassi-Linear Parabolic P.D.E.S With Mixed Boundary Conditions

2009 ◽  
Vol 6 (3) ◽  
pp. 603-611
Author(s):  
Baghdad Science Journal
Keyword(s):  
Error Analysis ◽  
Boundary Conditions ◽  
Numerical Solution ◽  
Linear Problem ◽  
Mixed Boundary ◽  
Mixed Boundary Conditions ◽  
Numerical Examples ◽  
Chebyshev Method

The researcher [1-10] proposed a method for computing the numerical solution to quasi-linear parabolic p.d.e.s using a Chebyshev method. The purpose of this paper is to extend the method to problems with mixed boundary conditions. An error analysis for the linear problem is given and a global element Chebyshev method is described. A comparison of various chebyshev methods is made by applying them to two-point eigenproblems. It is shown by analysis and numerical examples that the approach used to derive the generalized Chebyshev method is comparable, in terms of the accuracy obtained, with existing Chebyshev methods.

Numerical solution of two-dimensional first kind Fredholm integral equations by using linear Legendre wavelet

2016 ◽  
Vol 14 (01) ◽  
pp. 1650004 ◽  
Author(s):  
M. Tahami ◽  
A. Askari Hemmat ◽  
S. A. Yousefi
Keyword(s):  
Integral Equation ◽  
Tensor Product ◽  
Numerical Solution ◽  
Fredholm Integral Equation ◽  
Fredholm Integral Equations ◽  
Wavelet Basis ◽  
Two Dimensional ◽  
Legendre Wavelets ◽  
Numerical Examples ◽  
One Dimensional

In one-dimensional problems, the Legendre wavelets are good candidates for approximation. In this paper, we present a numerical method for solving two-dimensional first kind Fredholm integral equation. The method is based upon two-dimensional linear Legendre wavelet basis approximation. By applying tensor product of one-dimensional linear Legendre wavelet we construct a two-dimensional wavelet. Finally, we give some numerical examples.

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