NUMERICAL SOLUTION OF STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATIONS USING HAAR WAVELETS

被引：0

作者：

Mohammadi, Fakhrodin ^{[1
]}

机构：

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

来源：

UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS | 2016年 / 78卷 / 02期

关键词：

Ito integral; Stochastic Volterra-Fredholm integral equations; Haar wavelets; Stochastic operational matrix; Error analysis; RANDOM DIFFERENTIAL-EQUATIONS; OPERATIONAL MATRIX; INTEGRODIFFERENTIAL EQUATIONS;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present a computational method for solving stochastic Voltera- Fredholm integral equations which is based on the Haar wavelets and their stochastic operational matrix. Convergence and error analysis of the proposed method are worked out. 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 method.

引用

页码：111 / 126

页数：16

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