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Operational matrix approach based on linear cardinal B-splines for stochastic It\^{o} - Volterra integral equations | ||
| Caspian Journal of Mathematical Sciences | ||
| دوره 15، شماره 2 - شماره پیاپی 30، اسفند 2026، صفحه 434-466 اصل مقاله (229.16 K) | ||
| نوع مقاله: Research Articles | ||
| شناسه دیجیتال (DOI): 10.22080/cjms.2026.31111.1811 | ||
| نویسندگان | ||
| Payam Moradpour1؛ Khosro Sayevand* 2؛ Iman Masti1 | ||
| 1Faculty of Mathematical Sciences, Malayer University, P. O. Box 16846-13114, Malayer, Iran | ||
| 2Malayer University, Faculty of Mathematical Sciences, Malayer, Iran | ||
| تاریخ دریافت: 04 بهمن 1404، تاریخ بازنگری: 29 اردیبهشت 1405، تاریخ پذیرش: 04 خرداد 1405 | ||
| چکیده | ||
| In many modeling that occurs in various disciplines, including physics and biological mathematics, the stochastic factor is used to increase the accuracy of the model and make it more consistent with the reality of the phenomena. One of the equations in this family is the linear or nonlinear stochastic It\^{o}-Volterra integral equations (SIVIEs). This study investigated a method based on the operational matrix from linear cardinal B-spline functions by means of the Simpson's rule for a family of the linear or nonlinear SIVIEs due to the Brownian motion. To this end, we have created matrix forms for the Volterra integral as well as the stochastic It\^{o}-integral. Then we obtained the operational matrix of product, which we found to be not particularly computationally complex. By stating several theorems, we show that the method is convergent, and as a consequence of these theorems, we prove that the order of convergence of this method is $\mathbb{O}(\dfrac{1}{2^{2I}})$. Finally, by presenting several examples and comparing numerical results with other existing methods, the efficiency and high accuracy of the method were evaluated and some convergence verification notes for different values of $I$ to confirm the theoretical rates are demonstrated. | ||
| کلیدواژه‌ها | ||
| Linear Cardinal B-spline polynomials؛ Stochastic It\^{o}-Volterra integral equations؛ Error analysis؛ Operational matrix | ||
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آمار تعداد مشاهده مقاله: 94 تعداد دریافت فایل اصل مقاله: 6 |
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