NUMERICAL SOLUTION FOR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATIONS WITH DELAY ARGUMENTS

被引：2
|
作者：
Yao, Kutorzi edwin [1 ,2 ]
Zhang, Yuxue [1 ,2 ]
Shi, Yufeng [1 ,2 ]
机构：
[1] Shandong Univ, Inst Financial Studies, Jinan 250100, Peoples R China
[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
来源：
ACTA POLYTECHNICA | 2024年 / 64卷 / 02期
基金：
国家重点研发计划;
关键词：
Stochastic Volterra-Fredholm integral equations; block -pulse functions; It & ocirc; integral; delay; operational matrix; error analysis;
D O I：
10.14311/AP.2024.64.0128
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
. We present a method for computing the stochastic operational matrix of integration to advance the study of stochastic Volterra-Fredholm integral equations (SVFIEs) based on delay arguments. First, the method evaluates the combined effects of the delay and its parameters on the accuracy improvement of the convergence rate. Our results can be applied to SVFIEs, with the operational delay matrices of the block pulse function simplified to algebraic ones. Numerical calculations were performed on a PC using Python 3 programs. Results also demonstrate the accuracy of approximate solutions; arithmetic operations are carried out without the need for derivation or integration.
引用
收藏
页码：128 / 141
页数：14
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