Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets

被引：10

作者：

Mohammadi, Fakhrodin ^{[1
]}

Adhami, Parastoo ^{[2
]}

机构：

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

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

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2016年 / 24卷 / 02期

关键词：

Ito integral; stochastic Volterra-Fredholm integral equations; second kind Chebyshev wavelets; stochastic operational matrix; convergence analysis;

D O I：

10.1515/rose-2016-0009

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, we present a computational method for solving stochastic Volterra-Fredholm integral equations which is based on the second kind Chebyshev wavelets and their stochastic operational matrix. Convergence and error analysis of the proposed method are investigated. Numerical results are compared with the block pulse functions method for some non-trivial examples. The obtained results reveal efficiency and reliability of the proposed wavelet method.

引用

页码：129 / 141

页数：13

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