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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao International Journa...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
International Journal of Numerical Modelling Electronic Networks Devices and Fields
Article . 2019 . Peer-reviewed
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Orthonormal Bernoulli polynomials collocation approach for solving stochastic Itô‐Volterra integral equations of Abel type

Authors: Nasrin Samadyar; Farshid Mirzaee;

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

Abstract

AbstractIn 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 achieved by approximating functions that appear in the stochastic integral equations by using orthonormal Bernoulli polynomials (OBPs) and then substituting these approximations into consideration equation. This linear system of algebraic equations can be solved via an appropriate numerical method and approximate solution of integral equation is obtained. A main advantage of this technique is that the condition number of the coefficient matrix of the system is small, which verify that THE proposed method is stable. Also, convergence and error analysis of the present method are discussed. Finally, two examples are given to show the pertinent properties, applicability, and accuracy of the present method.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
39
Top 10%
Top 10%
Top 10%
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