کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6932594 | 867582 | 2014 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô-Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1n2). Further, in order to show the accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational Physics - Volume 270, 1 August 2014, Pages 402-415
Journal: Journal of Computational Physics - Volume 270, 1 August 2014, Pages 402-415
نویسندگان
M.H. Heydari, M.R. Hooshmandasl, F.M. Maalek Ghaini, C. Cattani,