Orthonormal Bernoulli polynomials collocation approach for solving stochastic Itô‐Volterra integral equations of Abel type

In this paper, orthonormal Bernoulli collocation method has been developed to obtain the approximate solution of linear singular stochastic Itô‐Volterra integral equations. By applying this method, linear stochastic integral equation converts to linear system of algebraic equations. This system is a...

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Veröffentlicht in:	International journal of numerical modelling 2020-01, Vol.33 (1), p.n/a
Hauptverfasser:	Samadyar, Nasrin, Mirzaee, Farshid
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Bernoulli polynomials collocation method Collocation methods Error analysis Gram‐Schmidt process Integral equations Mathematical analysis Numerical methods Polynomials singular integral equations stochastic Itô‐Volterra integral equations Volterra integral equations
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