Numerical solution of linear stochastic Volterra integral equations via new basis functions

Autor:	Tofigh Cheraghi Ali, Reza Ezzati, Morteza Khodabin
Rok vydání:	2019
Předmět:	symbols.namesake General Mathematics symbols Applied mathematics Basis function Volterra integral equation Mathematics
Zdroj:	Filomat. 33:5959-5966
ISSN:	2406-0933 0354-5180
Popis:	In this article, we use a new method based on orthogonal basis functions for the numerical solution of stochastic Volterra integral equations of the second kind (SVIE). By using this method, a SVIE can be reduced to a linear system of algebraic equations. Finally, to show the efficiency of the proposed method, we give two numerical examples.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2d1b3931c5e6c942e9a356e78c305a9e https://doi.org/10.2298/fil1918959c Zobrazit plný text záznamu