This paper investigates the numerical solution of two-dimensional nonlinear stochastic Itô-Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed...This paper investigates the numerical solution of two-dimensional nonlinear stochastic Itô-Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed into a set of algebraic equations by operational matrix of block pulse functions. Then, we give error analysis and prove that the rate of convergence of this method is efficient. Lastly, a numerical example is given to confirm the method.展开更多
This paper presents a new approach to singular system analysis by modeling the system in terms of orthog- onal triangular functions （TFs）. The proposed method is more accurate compared to block pulse function-based ...This paper presents a new approach to singular system analysis by modeling the system in terms of orthog- onal triangular functions （TFs）. The proposed method is more accurate compared to block pulse function-based analysis with respect to mean integral square error （MISE）. A numerical example involving four states of a singular system is treated and solutions obtained thereof. Four tables and relevant curves are presented to compare the respective coefficients in block pulse function （BPF） domain as well as in TF domain. The percentage error of the samples determined via TF domain are compared with the exact samples of the states. Furthermore, MISE for both BPF and TF analysis are computed and compared to reveal the efficiency of TF-based analysis.展开更多
基金NSF Grants 11471105 of China, NSF Grants 2016CFB526 of Hubei Province, Innovation Team of the Educational Department of Hubei Province T201412, and Innovation Items of Hubei Normal University 2018032 and 2018105
文摘This paper investigates the numerical solution of two-dimensional nonlinear stochastic Itô-Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed into a set of algebraic equations by operational matrix of block pulse functions. Then, we give error analysis and prove that the rate of convergence of this method is efficient. Lastly, a numerical example is given to confirm the method.
文摘This paper presents a new approach to singular system analysis by modeling the system in terms of orthog- onal triangular functions （TFs）. The proposed method is more accurate compared to block pulse function-based analysis with respect to mean integral square error （MISE）. A numerical example involving four states of a singular system is treated and solutions obtained thereof. Four tables and relevant curves are presented to compare the respective coefficients in block pulse function （BPF） domain as well as in TF domain. The percentage error of the samples determined via TF domain are compared with the exact samples of the states. Furthermore, MISE for both BPF and TF analysis are computed and compared to reveal the efficiency of TF-based analysis.
