Solving Ito integral equations with time delay via basis functions

Document Type : Research Paper


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


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.


Volume 8, Issue 2
April 2020
Pages 268-281
  • Receive Date: 09 April 2018
  • Revise Date: 06 April 2019
  • Accept Date: 11 April 2019
  • First Publish Date: 01 April 2020