Abstract

This paper is concerned with obtaining the approximate numerical solution of two-dimensional linear stochastic Volterra integral equation by using two-dimensional Bernstein polynomials as basis. Properties of these polynomials and operational matrix of integration together with the product operational matrix are utilized to transform the integral equation to a matrix equation which corresponds to a system of linear algebraic equations with unknown Bernstein coefficients. Some theorems are included to show the convergence and advantage of the proposed method. The numerical example illustrates the efficiency and accuracy of the method.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.