[PDF] Top 20 A Efficient Computational Method for Solving Stochastic Itô-Volterra Integral Equations

... or stochastic integrals are very important for modeling many phenomena in physics, mechanics, medical, finance, sociology, biology, ...these stochastic mathematical models rather than deterministic ...as ... See full document

... In stochastic processes, stochastic integrals are divided into two parts; Itˆ o integral and Stratonovich ...o integral named after Kiyoshi Itˆ o and usually is used in applied mathematics ... See full document

... a computational method for solving nonlinear Fredholm-Volterra integral equations of the second kind which is based on replacement of the unknown function by truncated series of ... See full document

... nonlinear stochastic Itô-Volterra integral ...an efficient numerical method for the following nonlinear stochastic integral equation based on block pulse func- ... See full document

... efficient method for solving numerically stochastic Volterra integral equa- tion is ...This method has several advantages in reducing computa- tional burden and is more accurate ... See full document

... the Volterra integral ...a method for the solution of integral equation using the Chebyshev polynomials, while Yousefi[5] presented a numerical method for the Abel integral ... 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

... expansion-iterative method for solving second kind linear Volterra integral ...The method is based on a special representation of vector forms of triangular functions and their ... See full document

... wavelet method for solving stochastic Volterra integral equations based on Haar ...o integral formula and collocating at points then, the main problem converts to a system ... See full document

... Deb et al. in [6], proposed orthogonal triangular function (TF) sets which derived from the block pulse function (BPF) set. They presented the operational matrix for integration in TF and they established that the TF ... See full document

... 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

... manipulate equations numerically and ...a computational software program used in many scientific, engineering, mathematical and computing fields, based on symbolic ... See full document

... ear Volterra integral equations was discussed by Yang et ...of Volterra integral equations with weakly singular kernel us- ing RKM was investigated in [11, 12, 13], Geng [14] ... See full document

... For decreasing the amount f algebraic operations during solving system (2.7), here we get suggest a scheme that may be called a generalization of the scheme by Urabe (1970). Before stating this scheme we remind ... See full document

... Keywords : F uzzy numbers; F uzzy Volterra-Fredholm integral equation; Fuzzy bivariate Chebyshev.. method; Dual fuzzy linear system; Nonnegative matrix.[r] ... See full document

... of stochastic PDEs where both the noise term and the linear operator exhibit a multiscale structure, and this is the main focus of this ...the stochastic case, see for example [Ich04, WCD07, ... See full document

... [6] A. T. Diogo, S. McKee and T. Tang, “A Hermite-Type Collocation Method for the Solution of an Integral Equa- tion with a Certain Weakly Singular Kernel,” IMA Jour- nal of Numerical Analysis, Vol. 11, No. ... See full document

... EFFICIENT ALGORITHMS FOR SOLVING NONLINEAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITH TWO POINT BOUNDARY CONDITIONS LE.. GAREY and R.E.[r] ... See full document

... methods can be obtained by truncating farther terms of the stochastic Taylor expansion. This technique involves considerable complexities in implementa- tion because of the approximation of higher order ... See full document

... wavelets method was aplied for solving system of linear integral ...present method reduced the system of integral equations to a system of linear algebraic ...the method ... See full document