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Numerical approach for solving nonlinear stochastic Ito-Volterra integral equations using Fibonacci operational matrices
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نویسنده
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Mirzaee F. ,Hoseini S.F.
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منبع
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scientia iranica - 2015 - دوره : 22 - شماره : 6-D2 - صفحه:2472 -2481
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چکیده
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This article proposes an efficient method based on the fibonacci functions for solving nonlinear stochastic ito-volterra integral equations. for this purpose, we obtain stochastic operational matrix of fibonacci functions. we use the proposed basis function in combination with stochastic operational matrix. this problem is then reduced into a system of nonlinear equations which can be solved by newton's method. also, the existence, uniqueness, and convergence of the proposed method are discussed. furthermore, in order to show the accuracy and reliability of the proposed method, the new approach is applied to some practical problems.
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کلیدواژه
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Stochastic operational matrix; Stochastic Ito-Volterra integral equations; Brownian motion process; Fibonacci polynomials; Error analysis.
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آدرس
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malayer university, Faculty of Mathematical Sciences and Statistics, ایران, malayer university, Faculty of Mathematical Sciences and Statistics, ایران
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پست الکترونیکی
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fatemeh.hoseini@stu.malayeru.ac.ir
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Authors
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