Numerical solution of Ito-Volterra integral equations by the QR factorization method

被引：0

作者：

Ahmadinia, M. ^{[1
]}

Afshariarjmand, H. ^{[1
]}

Salehi, M. ^{[2
]}

机构：

[1] Univ Qom, Dept Math, Isfahan Old Rd,POB 37185-3766, Qom, Iran

[2] Univ Qom, Dept Stat, Isfahan Old Rd, Qom, Iran

来源：

JOURNAL OF APPLIED MATHEMATICS AND COMPUTING | 2023年 / 69卷 / 04期

关键词：

Integral equations; Ito integral; Chebyshev wavelets; QR factorization; COMPUTATIONAL METHOD; DYNAMICS; HYBRID; MODEL;

D O I：

10.1007/s12190-023-01873-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents a numerical method based on the QR factorization method and the second kind Chebyshev wavelets for solving the Ito-Volterra integral equation. The Clenshaw-Curtis quadrature rule convertes the Ito-Volterra integral equation to a non-square linear system of equations, then the least squares solution is obtained by the QR factorization method. The convergence rate of the presented method is proven. Numerical results show the rate reliability and efficiency of the presented method.

引用

页码：3171 / 3188

页数：18

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