جستجوی مقالات مرتبط با کلیدواژه « همگرایی » در نشریات گروه « ریاضی »

In this paper, we extend the collocation method for the numerical solution of two-dimensional Volterra integral equations. For this purpose, we first prove the existence and uniqueness of the solution of these types of equations and present a resolvent kernel representation for their solution. Then, we extend the collocation method using piecewise polynomials to solve the mentioned equations and obtain the corresponding algebraic system of equations and show that the system has a unique solution. We also prove the convergence of the method and obtain the order of convergence of the method by proving a theorem. Finally, we present some numerical examples to show the efficiency of the method and confirm the obtained theoretical results.

Operational risk is one of the identified risks in organizations, especially in banks, and Basel committees on banking supervision pay special attention to it. In this paper, the mathematical model based on the advanced operational risk model is considered to calculate the probability of survive as a partial Volterra integro-differentail equation. This equation has been solved numerically by applying the finite differences method with trapezoidal rule to estimate its integral part and the effect of changing the model parameters on the output of the problem has been investigated. In addition, the stability and convergence of the method are discussed and its numerical results are presented.

In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the method proposed here the error analysis and convergence article are also discussed based on this exponential spline. Finally, a second-order method is obtained. One of the benefits of this proposed method is that it is not only for solving fractional Riccati equations, but also for a variety of Fractional equations that can be used. To illustrate the effectiveness of this method by solving numerical examples and a comparison of the results obtained from the implementation of this proposed method with the results of other existing numerical methods proves the claim that the proposed method is a good approximation for the fractional Riccati equations.