Numerical Solution of Two-Dimensional Nonlinear Stochastic It&#244;-Volterra Integral Equations by Applying Block Pulse Functions

Guo Jiang; Xiaoyan Sang; Jieheng Wu; Biwen Li

首页> 外文期刊>Advances in Pure Mathematics >Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions

【24h】

Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions

机译：应用块脉冲函数的二维非线性随机It-＃Volterra积分方程的数值解

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper investigates the numerical solution of two-dimensional nonlinear stochastic It ô -Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed into a set of algebraic equations by operational matrix of block pulse functions. Then, we give error analysis and prove that the rate of convergence of this method is efficient. Lastly, a numerical example is given to confirm the method.

机译：本文研究了二维非线性随机It＆＃244;的数值解。 -基于块脉冲函数的-Volterra积分方程。通过块脉冲函数的运算矩阵，将非线性随机积分方程转化为一组代数方程。然后，我们进行了误差分析，并证明了该方法的收敛速度。最后，通过数值例子验证了该方法。

著录项

来源
《Advances in Pure Mathematics》 |2019年第2期|共14页
作者
Guo Jiang; Xiaoyan Sang; Jieheng Wu; Biwen Li;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类数学;
关键词
Block Pulse FunctionsIntegration Operational MatrixStochastic It?-Volterra Integral Equations;

机译：块脉冲函数积分运算矩阵随机It--Volterra积分方程;

相似文献

外文文献
中文文献
专利

1. Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions [J] . M. Fallahpour, M. Khodabin, K. Maleknejad Cogent Mathematics & Statistics . 2017,第1期

机译：应用块脉冲函数的二维线性随机Volterra-Fredholm积分方程数值解的理论误差分析与验证
2. Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions [J] . M. Fallahpour, M. Khodabin, K. Maleknejad, Cogent Mathematics . 2017,第1期

机译：应用块脉冲函数的二维线性随机Volterra-Fredholm积分方程数值解的理论误差分析与验证
3. Numerical solution of nonlinear Volterra-Fredholm-Hammerstein integral equations in two-dimensional spaces based on Block Pulse functions [J] . Xie Jiaquan, Huang Qingxue, Zhao Fuqiang Journal of Computational and Applied Mathematics . 2017,第期

机译：基于块脉冲函数的二维空间中非线性Volterra-Fredholm-Hammerstein整体方程的数值解
4. Numerical solution of stochastic mixed Volterra-Fredholm integral equations driven by space-time Brownian motion via two-dimensional block pulse functions [C] . Farkhondeh Hosseini Shekarabi, Tayebeh Damercheli International Conference on Analysis and Applied Mathematics . 2018

机译：天空时间褐色运动通过二维块脉冲函数驱动的随机混合Volterra-Fredholm积分方程的数值解
5. CONTRIBUTIONS TO THE EXISTENCE AND STABILITY OF SOLUTIONS TO NONLINEAR VOLTERRA INTEGRAL EQUATIONS. [D] . WARD, JAMES ROBERT, JR. 1974

机译：非线性Volterra型积分方程解的存在性和稳定性的贡献。
6. Solution of the Nonlinear Mixed Volterra-Fredholm Integral Equations by Hybrid of Block-Pulse Functions and Bernoulli Polynomials [O] . S. Mashayekhi, M. Razzaghi, O. Tripak -1

机译：块脉冲函数与伯努利多项式混合求解非线性混合Volterra-Fredholm积分方程
7. Numerical Solution of Two-Dimensional Nonlinear Stochastic It#244;-Volterra Integral Equations by Applying Block Pulse Functions [O] . Guo Jiang, Xiaoyan Sang, Jieheng Wu, 2019

机译：通过应用块脉冲函数的二维非线性随机ITô-Volterra积分方程的数值解

Numerical Solution of Two-Dimensional Nonlinear Stochastic It&#244;-Volterra Integral Equations by Applying Block Pulse Functions

摘要

著录项

相似文献

相关主题

期刊订阅

Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions