Numerical solution of random Love's integral equation

DOI10.1016/0898-1221(88)90201-5MaRDI QIDQ1119010zbMATH OpenOpenAlexFDO

Authors M. Sambandham, K. B. Bota, V. Thangaraj

Publication date 1988

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(88)90201-5

zbMATH Keywords

iterative methodNumerical resultsrandom Chebyshev seriesrandom integral equationrandom Love's integral equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20)

Review text

This paper presents an iterative method for approximating the solution of the random integral equation \[ f(x,\omega)=g(x,\omega)+\lambda \int^{1}_{-1}a/(a^ 2+(x-y)^ 2)f(x,\omega)dy, \] where \(\lambda =\pm 1/\pi\), -1\(\leq x\leq 1\), and g(x,\(\omega)\) is a known stochastic process. The approximations arise from expanding f(x,\(\omega)\) in a random Chebyshev series and then truncating the series. Numerical results that would enable the approximation of the mean of f(x,\(\omega)\) are given for several examples in which g(x,\(\omega)\) is chosen to be normal with mean 1.

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Cites work

• Approximation and numerical treatment of an autoregressive equation with stochastic coefficients
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• Numerical solution of integral equations of mathematical physics, using Chebyshev polynomials
• Numerical solutions of random integral equation III: random Chebyshev polynomials and Fredholm equations of the second kind^∗

Cited in

(5)

• Nonrecursive statistics for integral equation solutions
• scientific article; zbMATH DE number 4013985 (Why is no real title available?)
• A novel approach for the solution of a Love's integral equations using Chebyshev polynomials
• An analytical solution to applied mathematics-related Love's equation using the Boubaker polynomials expansion scheme
• Approximate solution of random integral equations: General methods

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