Solving Ito integral equations with time delay via basis functions

نویسندگان

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

doi
10.22034/cmde.2020.26720.1347
چکیده

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.