Title of article :
Solving Ito integral equations with time delay via basis functions
Author/Authors :
Nouri ، Mostafa Department of Mathematics - Islamic Azad University, South Tehran Branch
Abstract :
In this paper, a direct method for solving Volterra-Fredholm integral equations with time delay by using orthogonal functions and their stochastic operational matrix of integration is proposed. Stochastic integral equations can be reduced to a sparse system which can be directly solved. Numerical examples show that the proposed scheme has a suitable degree of accuracy.
Keywords :
Delay integral equations , Stochastic operational matrix , Stochastic Volterra , Fredholm integral equations , It^o integral
Journal title :
Computational Methods for Differential Equations
