2024 : 10 : 11
Ahmad Pourdarvish

Ahmad Pourdarvish

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 01135302470

Research

Title
Orthonormal Bernoulli Polynomials for Solving a Class of Two Dimensional Stochastic Volterra–Fredholm Integral Equations
Type
JournalPaper
Keywords
Orthonormal Bernoulli polynomials, Stochastic Volterra–Fredholm integral equations, Itô integral , Error analysis , Operational matrix
Year
2022
Journal international journal of applied and computational mathematics
DOI
Researchers Ahmad Pourdarvish ، Khosro Sayevand ، Iman Masti ، Sunil Kumar

Abstract

Analyzing the mathematical models involving Itô integral, in particular in science and engineering has received much attention, and the reason for this issue is the randomness and lack of access to the exact answer of this type of models. For this purpose, in this paper, the approximate solution of two dimensional (2-D) stochastic Volterra–Fredholm integral equations (SVFIEs) based on the operational matrix method and orthonormal Bernoulli polynomials (OBP) is investigated. Some results and convergence analysis are also presented. Finally, by presenting three examples and reviewing the results and numerical comparisons, we showed that the proposed method has an excellent performance.