Application of hat basis functions for solving two-dimensional stochastic fractional integral equations

被引:32
作者
Mirzaee, Farshid [1 ]
Samadyar, Nasrin [1 ]
机构
[1] Malayer Univ, Fac Math Sci & Stat, POB 65719-95863, Malayer, Iran
关键词
Stochastic fractional integral equations; Fractional calculus; Operational matrix; Hat basis functions; Brownian motion process; Error analysis; DIFFERENTIAL-EQUATIONS; NUMERICAL-SOLUTION; INTEGRODIFFERENTIAL EQUATIONS; OPERATIONAL MATRIX; BERNSTEIN POLYNOMIALS; SCHEME; APPROXIMATION; ALGORITHM; ORDER;
D O I
10.1007/s40314-018-0608-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article concerns with a computational scheme to solve two-dimensional stochastic fractional integral equations (2DSFIEs), numerically. In these equations, the fractional integral is considered in the Riemann-Liouville sense. The proposed method is essentially based on two-dimensional hat basis functions and its fractional operational matrices. The fractional-order operational matrices of integration are applied to reduce the solution of 2DSFIEs to the solution of a system of linear equations which can be solved using a direct method or iterative method. Some results concerning the convergence analysis associated with the proposed technique are discussed. In addition, we establish the rate of convergence of this approach for solving 2DSFIEs is . Finally, some examples are solved using present method to indicate the pertinent features of the method.
引用
收藏
页码:4899 / 4916
页数:18
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