Modified Block-Pulse Functions Scheme for Solve of Two-Dimensional Stochastic Integral Equations

Year 2020, Volume: 3 Issue: 1, 38 - 46, 24.04.2020

Mohsen Fallahpour Morteza Khodabin

https://doi.org/10.33187/jmsm.561172

Abstract

In this paper, two-dimensional modified block-pulse functions (2D-MBPFs) method is introduced for approximate solution of 2D-linear stochastic Volterra-Fredholm integral equations so the ordinary and stochastic operrational matrices of integration are utilized to reduce the computation of such equations into some algebraic equations. Convergence analysis of this method is discussed. Finally an illustrative example is given to show the accuracy of the proposed method so the results of it is compared with the block-pulse functions (BPFs) method.

Keywords

Modified block-pulse functions; Two-dimensional integral equation;, Stochastic integral equation; Volterra-Fredholm integral equation; Operational

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