IESE 2015 - Virtual Symposium on Integral Equations and Stochastic Equations with Basis Functions and Operational Matrices

Integral and stochastic differential equations are excellent tools in the modeling of many phenomena in various fields of science and engineering, especially, to describe of hereditary properties of various materials and processes, therefore numerical methods are used to obtain their approximate solutions. Basic functions and operational matrices are useful reducing to a linear system.
In this symposium we represent new numerical methods with operational matrices for solving linear and nonlinear integral equations.
Topics of interest include, but not limited to:
Computational Mathematics.
Numerical approximations.
Computational methods for Integral equations with singularities.
Computational methods for Stochastic differential and integral equations.
Computational methods for boundary value problems.
Numerical methods in connection with engineering and other natural sciences.
Numerical methods in mathematical finance.
Wavelets and other basis functions.
Integro-differential equations.
Fractional differential equations.
Fractional integro-differential equations.
System of integral equations.
System of integro-differential equations.
System of fractional differential equations.