Approximation solution of two-dimensional linear stochastic Volterra-Fredholm integral equation via two-dimensional Block-pulse ‎functions

الموضوعات : مجله بین المللی ریاضیات صنعتی

M. Fallahpour‎‎ ¹ , M. Khodabin‎ ² , K. Maleknejad‎ ³

1 - Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
2 - Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
3 - Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.

تاريخ الإرسال : 17 الخميس , صفر, 1438 تاريخ التأكيد : 17 الخميس , صفر, 1438 تاريخ الإصدار : 01 الثلاثاء , صفر, 1438

الکلمات المفتاحية: Block-pulse function, Two-dimensional equation, Stochastic integral equation, Volterra-fredholm integral, Operational matrix, Brownian motion process, Ito ‎integral,

ملخص المقالة :

In this paper, a numerical efficient method based on two-dimensional block-pulse functions (BPFs) is proposed to approximate a solution of the two-dimensional linear stochastic Volterra-Fredholm integral equation. Finally the accuracy of this method will be shown by an example.