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

محورهای موضوعی : مجله بین المللی ریاضیات صنعتی

M. Fallahpour‎‎ ¹ (Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.)
M. Khodabin‎ ² (Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.)
K. Maleknejad‎ ³ (Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.)

تاریخ دریافت : 1395/08/27 تاریخ پذیرش : 1395/08/27 تاریخ انتشار : 1395/08/11

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

چکیده مقاله :

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.