Solving Ito integral equations with time delay via basis functions

Document Type : Research Paper

Author

Department of Mathematics, South Tehran Branch, Islamic Azad Uiversity, Tehran, Iran

Abstract

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.

Keywords