Title of article
A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
Author/Authors
Mohammadi, Fakhrodin Department of Mathematics - Hormozgan University - Bandarabbas, Islamic Republic of Iran
Pages
13
From page
13
To page
25
Abstract
A Legendre wavelet method is presented for numerical solutions
of stochastic Volterra-Fredholm integral equations. The main
characteristic of the proposed method is that it reduces stochastic
Volterra-Fredholm integral equations into a linear system
of equations. Convergence and error analysis of the Legendre
wavelets basis are investigated. The eciency and accuracy of
the proposed method was demonstrated by some non-trivial examples
and comparison with the block pulse functions method.
Keywords
Itˆo integral , Legendre wavelets , Brownian motion process , Stochastic Volterra-Fredholm integral equations , Stochastic operational matrix
Journal title
Astroparticle Physics
Serial Year
2016
Record number
2450854
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