NUMERICAL SOLUTION OF STOCHASTIC NONLINEAR VOLTERRA INTEGRAL EQUATIONS BY A STOCHASTIC OPERATIONAL MATRIX BASED ON HAAR WAVELETS

被引：3

作者：

Farahani, B. ^{[1
]}

Khodabin, M. ^{[1
]}

Ezzati, R. ^{[1
]}

机构：

[1] Islamic Azad Univ, Karaj Branch, Dept Math, Karaj, Iran

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2016年 / 48卷 / 05期

关键词：

Haar wavelets; stochastic operational matrix; stochastic nonlinear Volterra integral equations; Brownian motion;

D O I：

10.17654/AS048050317

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, an effective method to solve stochastic nonlinear Volterra integral equations (SNVIE) is proposed. This method is based on the Haar wavelets (HW) and their stochastic operational matrix of integration. By applying this method, the SNVIE is reduced to a nonlinear upper triangular system, which can be solved by using known numerical methods as Newton method. Furthermore, the error analysis is done for this method. Finally, to illustrate the efficiency of this scheme, some examples are given.

引用

页码：317 / 336

页数：20

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