A collocation technique for solving nonlinear Stochastic Ito-Volterra integral equations

被引：44

作者：

Mirzaee, Farshid ^{[1
]}

Hadadiyan, Elham ^{[1
]}

机构：

[1] Malayer Univ, Fac Sci, Dept Math, Malayer, Iran

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2014年 / 247卷

关键词：

Delta functions; Stochastic; Operational matrices; Collocation; Vector forms; Error analysis; RANDOM DIFFERENTIAL-EQUATIONS; NUMERICAL-SOLUTION; INTEGRODIFFERENTIAL EQUATIONS;

D O I：

10.1016/j.amc.2014.09.047

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A numerical method for solving nonlinear Stochastic Ito-Volterra equations is proposed. The method is based on delta function (DF) approximations. The properties of DFs and their operational matrix of integration together with the Newton-Cotes nodes are presented and utilized to reduce the problem to the solution of a nonlinear system of algebraic equations. The method is computationally attractive and some numerical examples are provided to illustrate its high accuracy. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：1011 / 1020

页数：10

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