2024 : 10 : 16

nasrin samadyar

Academic rank: Assistant Professor
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Education: PhD.
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Research

Title
Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
Type
JournalPaper
Keywords
Linear Stratonovich Volterra integral equations, Stochastic operational matrix, Computational methods for stochastic ,equations, Brownian motion process ,Block pulse functions, Error analysis
Year
2017
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers Farshid Mirzaei ، nasrin samadyar

Abstract

In this paper, we give a brief review on Block pulse functions (BPFs) and obtain operational matrix and stochastic operational matrix of integration based on BPFs. Then these operational matrices are used to solve system of linear Stratonovich Volterra integral equations. By applying proposed method, the system of linear Stratonovich Volterra integral equations reduce to system of linear algebraic equations which can be solved by a convenient numerical method. Also, the error analysis is proved under several mild conditions. We show the rate of convergence is O(h). Finally, by applying this method on two examples, we demonstrate accuracy and efficiency of the proposed method. All of the numerical calculation are performed on computer using a program written in MATLAB.