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Numerical solution of stochastic Ito^(^)-Volterra integral equations based on Bernstein multi-scaling polynomials
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作者 A.R.Yaghoobnia m.khodabin R.Ezzati 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2021年第3期317-329,共13页
In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynom... In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynomials,stochastic operational matrices of integration are generated.Moreover,by transforming the stochastic integral equation to a system of algebraic equations and solving this system using Newton’s method,the approximate solution of the stochastic Ito^(^)-Volterra integral equation is obtained.To illustrate the efficiency and accuracy of the proposed method,some examples are presented and the results are compared with other methods. 展开更多
关键词 Bernstein multi-scaling polynomial stochastic operational matrix stochastic Ito^(^)-Volterra inte-gral equation Brownian motion process
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