A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations

DOI10.1007/S12591-019-00474-YzbMath1504.65014OpenAlexW2940465940WikidataQ128003988 ScholiaQ128003988MaRDI QIDQ2084677

Mohsen Fallahpour, Morteza Khodabin, Reza Ezzati

Publication date: 18 October 2022

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-019-00474-y

zbMATH Keywords

Bernstein polynomialsVolterra integral equationoperational matrixBrownian motion processIto integraltwo-dimensional stochastic integral

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05)

Related Items (1)

Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet

Cites Work

• Integrals of Bernstein polynomials: an application for the solution of high even-order differential equations
• A new approach to the numerical solution of Volterra integral equations by using Bernstein's approximation
• Application of two-dimensional Bernstein polynomials for solving mixed Volterra-Fredholm integral equations
• Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions
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