Numerical solution of stochastic Ito^(^)-Volterra integral equations based on Bernstein multi-scaling polynomials

摘要

In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynomials,stochastic operational matrices of integration are generated.Moreover,by transforming the stochastic integral equation to a system of algebraic equations and solving this system using Newton’s method,the approximate solution of the stochastic Ito^(^)-Volterra integral equation is obtained.To illustrate the efficiency and accuracy of the proposed method,some examples are presented and the results are compared with other methods.