Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions

DOI10.1080/23311835.2017.1296750zbMath1426.65209OpenAlexW2590393732MaRDI QIDQ5193391

Mohsen Fallahpour, Morteza Khodabin, Khosrow Maleknejad

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1296750

zbMATH Keywords

Itô integralstochastic integral equationoperational matrixblock-pulse functionsBrownian motion processVolterra-Fredholm integral equation2D-integral equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Volterra integral equations (45D05)

Related Items (5)

Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions ⋮ Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains ⋮ Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach ⋮ A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations ⋮ Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet

Cites Work

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• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
• Introduction to stochastic integration.
• Recursive computational algorithms for a set of block pulse operational matrices

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