Numerical study of stochastic Volterra–Fredholm integral equations by using second kind Chebyshev wavelets-Reference-Cited by-同舟云学术

Numerical study of stochastic Volterra–Fredholm integral equations by using second kind Chebyshev wavelets

Published:2016-01-01 Issue:2 Volume:24 Page:
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:
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Author:

Mohammadi Fakhrodin,Adhami Parastoo

Abstract

AbstractIn this paper, we present a computational method for solving stochastic Volterra–Fredholm integral equations which is based on the second kind Chebyshev wavelets and their stochastic operational matrix. Convergence and error analysis of the proposed method are investigated. 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 wavelet method.

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2016-0009/pdf

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