In this paper, a direct method for solving Volterra-Fredholm integral equations with time delay by using orthogonal functions and their stochastic operational matrix of integration is proposed. Stochastic integral equations can be reduced to a sparse system which can be directly solved. Numerical examples show that the proposed scheme has a suitable degree of accuracy.
Nouri, M. (2020). Solving Ito integral equations with time delay via basis functions. Computational Methods for Differential Equations, 8(2), 268-281. doi: 10.22034/cmde.2020.26720.1347
MLA
Mostafa Nouri. "Solving Ito integral equations with time delay via basis functions". Computational Methods for Differential Equations, 8, 2, 2020, 268-281. doi: 10.22034/cmde.2020.26720.1347
HARVARD
Nouri, M. (2020). 'Solving Ito integral equations with time delay via basis functions', Computational Methods for Differential Equations, 8(2), pp. 268-281. doi: 10.22034/cmde.2020.26720.1347
VANCOUVER
Nouri, M. Solving Ito integral equations with time delay via basis functions. Computational Methods for Differential Equations, 2020; 8(2): 268-281. doi: 10.22034/cmde.2020.26720.1347