Second Kind Chebyshev Wavelet Galerkin Method for Stochastic Ito-Volterra Integral Equations

被引：19

作者：

Mohammadi, Fakhrodin ^{[1
]}

机构：

[1] Hormozgan Univ, Dept Math, POB 3995, Bandarabbas, Iran

来源：

MEDITERRANEAN JOURNAL OF MATHEMATICS | 2016年 / 13卷 / 05期

关键词：

Second kind Chebyshev wavelets; Ito integral; Stochastic operational matrix; Stochastic Ito-Volterra integral equations; OPERATIONAL MATRIX; NUMERICAL-SOLUTION; DIFFERENTIAL-EQUATIONS; COMPUTATIONAL METHOD; INTEGRODIFFERENTIAL EQUATIONS;

D O I：

10.1007/s00009-015-0642-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, an efficient wavelet Galerkin method based on the stochastic operational matrix of second kind Chebyshev wavelet is proposed for solving stochastic It-Volterra integral equations. Convergence and error analysis of the presented wavelets method are investigated. The numerical results are compared with exact solution and those of other existing methods.

引用

页码：2613 / 2631

页数：19

共 31 条

[1] Chebyshev Wavelet Method for Numerical Solution of Fredholm Integral Equations of the First Kind [J].

Adibi, Hojatollah ;

Assari, Pouria .

MATHEMATICAL PROBLEMS IN ENGINEERING, 2010, 2010

[2]

[Anonymous], 1998, Stochastic differential equations

[3]

Asgari M, 2014, B MATH SOC SCI MATH, V57, P3

[4] Numerical solution of differential equations by using Chebyshev wavelet operational matrix of integration [J].

Babolian, E. ;

Fattahzadeh, F. .

APPLIED MATHEMATICS AND COMPUTATION, 2007, 188 (01) :417-426

[5] FAST WAVELET TRANSFORMS AND NUMERICAL ALGORITHMS .1. [J].

BEYLKIN, G ;

COIFMAN, R ;

ROKHLIN, V .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1991, 44 (02) :141-183

[6]

Boggess A., 2009, 1 COURSE WAVELETS FO

[7] Numerical solution of random differential equations:: A mean square approach [J].

Cortes, J. C. ;

Jodar, L. ;

Villafuerte, L. .

MATHEMATICAL AND COMPUTER MODELLING, 2007, 45 (7-8) :757-765

[8] Numerical treatment for the solution of fractional fifth-order Sawada-Kotera equation using second kind Chebyshev wavelet method [J].

Gupta, A. K. ;

Ray, S. Saha .

APPLIED MATHEMATICAL MODELLING, 2015, 39 (17) :5121-5130

[9] An efficient computational method for solving nonlinear stochastic It(o)over-cap integral equations: Application for stochastic problems in physics [J].

Heydari, M. H. ;

Hooshmandasl, M. R. ;

Cattani, C. ;

Ghaini, F. M. Maalek .

JOURNAL OF COMPUTATIONAL PHYSICS, 2015, 283 :148-168

[10] A computational method for solving stochastic Ito-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions [J].

Heydari, M. H. ;

Hooshmandasl, M. R. ;

Ghaini, F. M. Maalek ;

Cattani, C. .

JOURNAL OF COMPUTATIONAL PHYSICS, 2014, 270 :402-415

← 1 2 3 4 →