Title of article
A computational method for solving stochastic Itô–Volterra integral equation with multi‑stochastic terms
Author/Authors
Momenzade, N Department of Mathematics - Science and Research Branch - Islamic Azad University, Tehran , Vahidi, A. R Department of Mathematics - College of Science - Yadegar‑e‑Emam Khomeyni (RAH) Shahr‑e‑Rey Branch - Islamic Azad University, Tehran , Babolian, E Department of Mathematics - College of Science - Yadegar‑e‑Emam Khomeyni (RAH) Shahr‑e‑Rey Branch - Islamic Azad University, Tehran
Pages
9
From page
295
To page
303
Abstract
In this paper, a linear combination of quadratic modified hat functions is proposed to solve stochastic Itô–Volterra integral
equation with multi-stochastic terms. All known and unknown functions are expanded in terms of modified hat functions
and replaced in the original equation. The operational matrices are calculated and embedded in the equation to achieve a
linear system of equations which gives the expansion coefficients of the solution. Also, under some conditions the error of
the method is O(h3) . The accuracy and reliability of the method are studied and compared with those of block pulse functions
and generalized hat functions in some examples.
Keywords
Modified hat functions , Stochastic operational matrix , Stochastic Itô–Volterra integral equation , Brownian motion
Journal title
Astroparticle Physics
Serial Year
2018
Record number
2449701
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