A New Computational Method Based on Bernstein Operational Matrices for Solving Two-Dimensional Linear Stochastic Volterra Integral Equations

Autor: Morteza Khodabin, Mohsen Fallahpour, Reza Ezzati
Rok vydání: 2019
Předmět:
Zdroj: Differential Equations and Dynamical Systems. 30:873-884
ISSN: 0974-6870
0971-3514
Popis: This paper is concerned with obtaining the approximate numerical solution of two-dimensional linear stochastic Volterra integral equation by using two-dimensional Bernstein polynomials as basis. Properties of these polynomials and operational matrix of integration together with the product operational matrix are utilized to transform the integral equation to a matrix equation which corresponds to a system of linear algebraic equations with unknown Bernstein coefficients. Some theorems are included to show the convergence and advantage of the proposed method. The numerical example illustrates the efficiency and accuracy of the method.
Databáze: OpenAIRE