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Tau-collocation method for linear stochastic ˆIto-Volterra integral equations | ||
Theory of Approximation and Applications | ||
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 15 دی 1402 | ||
نوع مقاله: Research Articles | ||
نویسندگان | ||
Somayeh Haghayeghi* 1؛ Fatemeh Mahmoodi1؛ Mehdi Omidvari2 | ||
1Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran | ||
2Department of Mathematics, Abarkouh Branch, Islamic Azad University, Abarkouh, Iran | ||
چکیده | ||
In this work, we propose a numerical Tau-collocation method for obtaining approximate solutions of linear stochastic ˆIto-Volterra integral equations. The method is based on a combination of the successive approximations method, the Gauss quadrature formulas and ˆIto approximation. The applicability of the present method is investigated through illustrative examples. | ||
کلیدواژهها | ||
Tau-collocation method؛ Gauss quadrature؛ stochastic ˆ ItoVolterra integral equations؛ Brownian motion process | ||
آمار تعداد مشاهده مقاله: 36 |