Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations

Analyzing the mathematical models involving Itô integral, in particular in science and engineering has received much attention, and the reason for this issue is the randomness and lack of access to the exact answer of this type of models. For this purpose, in this paper, the approximate solution of...

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Bibliographic Details
Published in:International journal of applied and computational mathematics 2022, Vol.8 (1), p.31-31, Article 31
Main Authors: Pourdarvish, Ahmad, Sayevand, Khosro, Masti, Iman, Kumar, Sunil
Format: Article
Language:English
Subjects:
Applications of Mathematics
Applied mathematics
Computational mathematics
Computational Science and Engineering
Fredholm equations
Integral equations
Mathematical analysis
Mathematical and Computational Physics
Mathematical Modeling and Industrial Mathematics
Mathematical models
Mathematics
Mathematics and Statistics
Matrix methods
Nuclear Energy
Operations Research/Decision Theory
Original Paper
Polynomials
Randomness
Theoretical
Two dimensional analysis
Two dimensional models
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Summary:Analyzing the mathematical models involving Itô integral, in particular in science and engineering has received much attention, and the reason for this issue is the randomness and lack of access to the exact answer of this type of models. For this purpose, in this paper, the approximate solution of two dimensional (2-D) stochastic Volterra–Fredholm integral equations (SVFIEs) based on the operational matrix method and orthonormal Bernoulli polynomials (OBP) is investigated. Some results and convergence analysis are also presented. Finally, by presenting three examples and reviewing the results and numerical comparisons, we showed that the proposed method has an excellent performance.
ISSN:2349-5103
2199-5796
DOI:10.1007/s40819-022-01246-z