a computational wavelet method for numerical solution of stochastic volterra-fredholm integral equations
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نویسنده
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mohammadi fakhrodin
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منبع
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wavelets and linear algebra - 2016 - دوره : 3 - شماره : 1 - صفحه:13 -25
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چکیده
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A legendre wavelet method is presented for numerical solutions of stochastic volterra-fredholm integral equations. the main characteristic of the proposed method is that it reduces stochastic volterra-fredholm integral equations into a linear system of equations. convergence and error analysis of the legendrewavelets basis are investigated. the efficiency and accuracy of the proposed method was demonstrated by some nontrivial exlesand comparison with the block pulse functions method.
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کلیدواژه
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legendre wavelets ,brownian motion process ,stochastic volterra-fredholm integral equations ,stochastic operational matrix ,itȏ integral
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آدرس
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hormozgan university, department of mathematics, ایران
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پست الکترونیکی
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f.mohammadi62@hotmail.com
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