Numerical solution of stochastic ordinary differential equations using HAAR wavelet collocation method

被引：5

作者：

Shiralashetti, S. C. ^{[1
]}

Lamani, Lata ^{[1
]}

机构：

[1] Karnatak Univ, Dept Math, Dharwad 580003, Karnataka, India

来源：

JOURNAL OF INTERDISCIPLINARY MATHEMATICS | 2022年 / 25卷 / 02期

关键词：

Haar wavelets; Haar wavelets operational matrix of integration; Stochastic ordinary differential equations; VOLTERRA INTEGRAL-EQUATIONS; ITO;

D O I：

10.1080/09720502.2021.1874085

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In the present investigation, we developed an efficient method for numerical solution of stochastic ordinary differential equations (SODE) using Haar wavelets. First, we are analyzing the properties of SODE and Haar wavelets. Next, in order to find the numerical solution of SODE Haar wavelets coefficient and operational matrix of integration is generated and employed. Convergence and error analysis of the proposed method is presented. To demonstrate the strength and effectiveness of the proposed scheme, we give some examples. The numerical computational is conducted to ensure that the method is accurate. The numerical and graphical results obtained are reported, the scheme proposed for studying and finding the solution of SODE is very realistic and accurate computationally.

引用

页码：195 / 211

页数：17

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