July 2023

Euler-Maruyama method for solving first order uncertain stochastic differential equations

Two forms of uncertainty are identified to be associated with dynamical systems, which are randomness and belief degree. The uncertain stochastic differential equation (USDE) is used to describe dynamical systems driven simultaneously by randomness and human uncertainty (belief degree). In this paper, the Euler-Maruyama method for solving USDEs is examined. The method is used to solve a stock pricing problem and the...

Author(s): C. E. Ukuedojor, I. Adinya and O. O. Ugbebor  

October 2023

Solving singular integral equations of the second kind using Chebyshev polynomials

A numerical developed technique to solve Fredholm integral equation of the second kind with separable singular kernel is proposed. This technique relies on the truncated expansion functions of the kernels in the finite series of the weighted Chebyshev polynomials of first, second, third, and fourth kinds. Three numerical examples are presented for verification and validation of the developed technique. The results...

Author(s): Vivian Ndfutu Nfor and Pascaline Liakem Ndukum