Numerical solution of Ito-Volterra integral equation by least squares method

被引：17

作者：

Ahmadinia, M. ^{[1
]}

Afshari, H. A. ^{[1
]}

Heydari, M. ^{[2
]}

机构：

[1] Univ Qom, Dept Math, Isfahan Old Rd, Qom, Iran

[2] Yazd Univ, Dept Math, Yazd, Iran

来源：

NUMERICAL ALGORITHMS | 2020年 / 84卷 / 02期

关键词：

Integral equations; Brownian motion process; Ito integral; Block pulse functions; STOCHASTIC OPERATIONAL MATRIX; RANDOM DIFFERENTIAL-EQUATIONS; COMPUTATIONAL METHOD;

D O I：

10.1007/s11075-019-00770-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents a computational method based on least squares method and block pulse functions for solving Ito-Volterra integral equation. The Ito-Volterra integral equation is converted to a linear system of algebraic equations by the least squares method on the block pulse functions. The error analysis of the proposed method is investigated by providing theorems. Numerical examples show the accuracy and reliability of the presented method. The numerical results confirm that the presented method is more accurate than the block pulse functions operational matrix method.

引用

页码：591 / 602

页数：12

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