[PDF] Top 20 Approximate solution of the stochastic Volterra integral equations via expansion method

... ence and Technology where he has been a Profes- sor since 2002. During 19912000, he also served as Vice-chair for graduate students. He was a Visiting Professor at the University of California at Los Angeles in 1990. His ... See full document

... by stochastic integral ...the stochastic integral equations for the modeling of such problems makes the study of these problems very useful and there is an increasing demand for ... See full document

... In contrast to the above papers [1, 3, 7–9], the differences of this paper are as follows. Firstly, we construct a preparation theorem to deal with the nonlinear analytic functions. Secondly, the error analysis is ... See full document

... Two-dimensional stochastic Itô-Volterra integral equations arise from many phenomena in physics and engineering fields ...to approximate the solution of two-dimensional ... See full document

... proposed method to show accuracy and efficiency of this ...Exact solution of these examples are available. The exact solution and approximate solution at the selected point on the ... See full document

... ical solution of integral and differential equations ...an stochastic operational matrix for Legendre wavelets is ...solving stochastic Itˆ o-Voltera integral equation is ... See full document

... In this section, the theoretical results of the previous sections are used for numerical examples. Let X i denote the triangular coefficient of exact solution of the given example, and Y i be the triangular ... See full document

... an expansion-iterative method for numerical solution of Volterra integral equation of the second ...the method, solving the integral equation reduces to solve a recurrence ... See full document

... of method (1.9) we'll use expansion of functions in Taylor's series and finite-difference ...the method by the described scheme a finite-difference ... See full document

... present approximate solution of the two-dimensional sin- gular nonlinear mixed Volterra-Fredholm integral equations (V-FIE), which is deduced by using new strategy (combined Laplace ... See full document

... dimensional integral (NLTD) equations of the second kind have been exploited in several areas, including non homogeneous elasticity and electrostatics (Sankar ...many approximate methods have been ... See full document

... The solutions mean (¯ g(x, y)) with %95 confidence interval (L, U ) at the points that as for condition s ⩽ x < t ⩽ y are selected for the present method for 500 iterative of system 3.19 is shown in Table 1. ... See full document

... to approximate the solution of system of linear Volterra integral ...of Volterra integral equations arose in many physical problems such as elastodynamic, quasi-static ... See full document

... This method is also one of the approximate methods that may be used to solve Volterra random integral equation and same time it can be used to solve linear and non linear random ... See full document

... The content of this paper is arranged in five sections. In Section II, we introduce some general concepts concerning the Petrov-Galerkin method and stochastic concepts. Section III, presents error analysis. ... See full document

... of Volterra integral equa- tions have received considerable attention mainly due to their high ...sinc-collocation method is emplyed to solve ... See full document

... numerical solution of Volterra- Fredholm integral equations by using expansion method based on the composition of the inverse and direct discrete fuzzy transforms (shortly ... See full document

... computational method to approximate so- lution of nonlinear mixed Volterra-Fredholm integral equations of the second kind, based on the expansion of the solution as series ... See full document

... solving integral and integro-differential equations, because a great number of problems in physi- cal science and engineering are modeled by such equations [6, 5, 2, 15, 11, 13, 16, 17, 9, 3, 10, 4, ... See full document

... view integral equations as extensions of linear systems of algebraic ...An integral equation maybe interpreted as an analogue of a matrix equation which is easier to ...transform integral ... See full document