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Numerical Solution of Integro-Differential Equations with Local Polynomial Regression

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DOI: 10.4236/ojs.2012.23043    4,674 Downloads   8,251 Views   Citations

ABSTRACT

In this paper, we try to find numerical solution of y'(x)= p(x)y(x)+g(x)+λ∫ba K(x, t)y(t)dt, y(a)=α. a≤x≤b, a≤t≤b or y'(x)= p(x)y(x)+g(x)+λ∫xa K(x, t)y(t)dt, y(a)=α. a≤x≤b, a≤t≤b by using Local polynomial regression (LPR) method. The numerical solution shows that this method is powerful in solving integro-differential equations. The method will be tested on three model problems in order to demonstrate its usefulness and accuracy.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

L. Su, T. Yan, Y. Zhao, F. Li and R. Liu, "Numerical Solution of Integro-Differential Equations with Local Polynomial Regression," Open Journal of Statistics, Vol. 2 No. 3, 2012, pp. 352-355. doi: 10.4236/ojs.2012.23043.

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