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

Filomat ◽  
2019 ◽  
Vol 33 (18) ◽  
pp. 5959-5966
Author(s):  
Tofigh Cheraghi ◽  
Morteza Khodabin ◽  
Reza Ezzati
Keyword(s):  
Linear System ◽  
Numerical Solution ◽  
Integral Equations ◽  
Orthogonal Basis ◽  
Volterra Integral Equations ◽  
Basis Functions ◽  
New Method ◽  
Algebraic Equations ◽  
Numerical Examples

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.

scholarly journals Improved Block-Pulse Functions for Numerical Solution of Mixed Volterra-Fredholm Integral Equations

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 200
Author(s):  
Ji-Huan He ◽  
Mahmoud H. Taha ◽  
Mohamed A. Ramadan ◽  
Galal M. Moatimid
Keyword(s):  
Linear System ◽  
Computer Program ◽  
Integral Equations ◽  
Operational Matrix ◽  
Basis Functions ◽  
Fredholm Integral Equations ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Block Pulse Functions ◽  
Operational Matrix Of Integration

The present paper employs a numerical method based on the improved block–pulse basis functions (IBPFs). This was mainly performed to resolve the Volterra–Fredholm integral equations of the second kind. Those equations are often simplified into a linear system of algebraic equations through the use of IBPFs in addition to the operational matrix of integration. Typically, the classical alterations have enhanced the time taken by the computer program to solve the system of algebraic equations. The current modification works perfectly and has improved the efficiency over the regular block–pulse basis functions (BPF). Additionally, the paper handles the uniqueness plus the convergence theorems of the solution. Numerical examples have been presented to illustrate the efficiency as well as the accuracy of the method. Furthermore, tables and graphs are used to show and confirm how the method is highly efficient.

scholarly journals On Bernstein Polynomials Method to the System of Abel Integral Equations

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
A. Jafarian ◽  
S. Measoomy Nia ◽  
Alireza K. Golmankhaneh ◽  
D. Baleanu
Keyword(s):  
Linear System ◽  
Numerical Solution ◽  
Integral Equations ◽  
Bernstein Polynomials ◽  
Singular System ◽  
Special Kind ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Abel Integral Equations ◽  
The Given

This paper deals with a new implementation of the Bernstein polynomials method to the numerical solution of a special kind of singular system. For this aim, first the truncated Bernstein series polynomials of the solution functions are substituted in the given problem. Using some properties of these polynomials, the solution of the problem is reduced to solve a linear system of algebraic equations. In order to confirm the reliability and accuracy of the proposed method, some weakly Abel integral equations systems with comparisons are solved in detail as numerical examples.

scholarly journals PROJECTION METHODS FOR INTEGRAL EQUATIONS IN EPIDEMIC

2002 ◽  
Vol 7 (2) ◽  
pp. 229-240 ◽  
Author(s):  
L. Hacia
Keyword(s):  
Mathematical Modeling ◽  
Numerical Methods ◽  
General Theory ◽  
Integral Equations ◽  
Projection Methods ◽  
Volterra Integral Equations ◽  
Temporal Development ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Spatio Temporal

In this paper numerical methods for mixed integral equations are presented. Studied equations arise in the mathematical modeling of the spatio‐temporal development of an epidemic. The general theory of these equations is given and used in the projection methods. Projection methods lead to a system of algebraic equations or to a system of Volterra integral equations. The considered theory is illustrated by numerical examples.

scholarly journals A New Numerical Technique for Solving Volterra Integral Equations Using Chebyshev Spectral Method

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Ahmed A. Khidir
Keyword(s):  
Integral Equation ◽  
Exact Solution ◽  
Integral Equations ◽  
Numerical Technique ◽  
Volterra Integral Equations ◽  
New Method ◽  
Algebraic Equations ◽  
Chebyshev Spectral Collocation ◽  
Chebyshev Spectral Method ◽  
Chebyshev Spectral Collocation Method

In this work, we propose a new method for solving Volterra integral equations. The technique is based on the Chebyshev spectral collocation method. The application of the proposed method leads Volterra integral equation to a system of algebraic equations that are easy to solve. Some examples are presented and compared with some methods in the literature to illustrate the ability of this technique. The results demonstrate that the new method is more efficient, convergent, and accurate to the exact solution.

scholarly journals Numerical Solution of Nonlinear Fredholm Integrodifferential Equations of Fractional Order by Using Hybrid Functions and the Collocation Method

2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Jianhua Hou ◽  
Beibo Qin ◽  
Changqing Yang
Keyword(s):  
Numerical Solution ◽  
Integral Equations ◽  
Taylor Series ◽  
Fredholm Integral Equations ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Hybrid Functions ◽  
Block Pulse Functions ◽  
Hybrid Function ◽  
Nonlinear Fredholm Integral Equations

A numerical method to solve nonlinear Fredholm integral equations of second kind is presented in this work. The method is based upon hybrid function approximate. The properties of hybrid of block-pulse functions and Taylor series are presented and are utilized to reduce the computation of nonlinear Fredholm integral equations to a system of algebraic equations. Some numerical examples are selected to illustrate the effectiveness and simplicity of the method.

Solving systems of fractional two-dimensional nonlinear partial Volterra integral equations by using Haar wavelets

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Amir Ahmad Khajehnasiri ◽  
R. Ezzati ◽  
M. Afshar Kermani
Keyword(s):  
Nonlinear System ◽  
Error Analysis ◽  
Numerical Solution ◽  
Integral Equations ◽  
Fractional Integration ◽  
Volterra Integral Equations ◽  
Haar Wavelets ◽  
Operational Matrices ◽  
Two Dimensional ◽  
Numerical Examples

Abstract The main aim of this paper is to use the operational matrices of fractional integration of Haar wavelets to find the numerical solution for a nonlinear system of two-dimensional fractional partial Volterra integral equations. To do this, first we present the operational matrices of fractional integration of Haar wavelets. Then we apply these matrices to solve systems of two-dimensional fractional partial Volterra integral equations (2DFPVIE). Also, we present the error analysis and convergence as well. At the end, some numerical examples are presented to demonstrate the efficiency and accuracy of the proposed method.

scholarly journals Numerical Solution of Time-Fractional Order Telegraph Equation by Bernstein Polynomials Operational Matrices

2016 ◽  
Vol 2016 ◽  
pp. 1-6 ◽  
Author(s):  
M. Asgari ◽  
R. Ezzati ◽  
T. Allahviranloo
Keyword(s):  
Linear System ◽  
Numerical Solution ◽  
Fractional Order ◽  
Original Problem ◽  
Bernstein Polynomials ◽  
Telegraph Equation ◽  
Operational Matrices ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Fractional Differential

We present a new method to solve time-fractional order telegraph equation (TFOTE) by using Bernstein polynomials. By implementation of Bernstein polynomials operational matrices of fractional differential on TFOTE, we reduce the original problem to a linear system of algebraic equations. Also, we prove the convergence analysis. In order to show the efficiency of the proposed method, we present two numerical examples.

scholarly journals NUMERICAL SOLUTION OF MIXED LINEAR VOLTERRA-FREDHOLM INTEGRAL EQUATIONS BY MODIFIED BLOCK PULSE FUNCTIONS

2021 ◽  
Vol 5 (1) ◽  
pp. 1
Author(s):  
Ayyubi Ahmad
Keyword(s):  
Linear System ◽  
Error Analysis ◽  
Numerical Solution ◽  
Integral Equations ◽  
Operational Matrix ◽  
Fredholm Integral Equations ◽  
Algebraic Equations ◽  
Block Pulse Functions ◽  
Operational Matrix Of Integration ◽  
Modified Block

A numerical method based on modified block pulse functions is proposed for solving the mixed linear Volterra-Fredholm integral equations. We obtain an integration operational matrix of modified block pulse functions on interval [0,T). A modified block pulse functions and their operational matrix of integration, the mixed linear Volterra-Fredholm integral equations can be reduced to a linear system of algebraic equations. The rate of convergence is O(h) and error analysis of the proposed method are discussed. Some examples are provided to show that the proposed method have a good degree of accuracy.

scholarly journals Solutions of Linear and Nonlinear Volterra Integral Equations Using Hermite and Chebyshev Polynomials

2013 ◽  
Vol 11 (8) ◽  
pp. 2910-2920
Author(s):  
Md. Shafiqul Islam ◽  
Md. Azizur Rahman
Keyword(s):  
Integral Equations ◽  
Good Accuracy ◽  
Numerical Approach ◽  
Volterra Integral Equations ◽  
Basis Functions ◽  
Matrix Formulation ◽  
Numerical Examples ◽  
Singular Kernels ◽  
Piecewise Continuous ◽  
Linear And Nonlinear

The purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on Galerkin weighted residual approximation. In this method Hermite and Chebyshev piecewise, continuous and differentiable polynomials are exploited as basis functions. A rigorous effective matrix formulation is proposed to solve the linear and nonlinear Volterra integral equations of the first and second kind with regular and singular kernels. The algorithm is simple and can be coded easily. The efficiency of the proposed method is tested on several numerical examples to get the desired and reliable good accuracy.

scholarly journals Bernoulli Wavelets Operational Matrices Method for the Solution of Nonlinear Stochastic Itô-Volterra Integral Equations

2020 ◽  
pp. 395-410
Author(s):  
S. C. Shiralashetti ◽  
Lata Lamani
Keyword(s):  
Integral Equations ◽  
Operational Matrix ◽  
Volterra Integral Equations ◽  
Operational Matrices ◽  
Effective Strategy ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Stochastic Operational Matrix ◽  
Nonlinear Algebraic Equations ◽  
Operational Matrix Of Integration

This article gives an effective strategy to solve nonlinear stochastic Itô-Volterra integral equations (NSIVIE). These equations can be reduced to a system of nonlinear algebraic equations with unknown coefficients, using Bernoulli wavelets, their operational matrix of integration (OMI), stochastic operational matrix of integration (SOMI) and these equations can be solved numerically. Error analysis of the proposed method is given. Moreover, the results obtained are compared to exact solutions with numerical examples to show that the method described is accurate and precise.

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