NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET

2016 ◽  
Vol 17 (3) ◽  
pp. 189-212
Author(s):  
M. Khodabin ◽  
M. Rostami
Keyword(s):  
Numerical Solution ◽  
Integral Equations ◽  
Operational Matrix ◽  
Haar Wavelet ◽  
Volterra Integral Equations ◽  
Stochastic Operational Matrix ◽  
Rationalized Haar Wavelet

Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets

2016 ◽  
Vol 9 (3) ◽  
pp. 416-431 ◽  
Author(s):  
Fakhrodin Mohammadi
Keyword(s):  
Error Analysis ◽  
Numerical Solution ◽  
Integral Equations ◽  
General Procedure ◽  
Operational Matrix ◽  
Volterra Integral Equations ◽  
Computational Method ◽  
Haar Wavelets ◽  
Stochastic Operational Matrix

AbstractThis paper presents a computational method for solving stochastic Ito-Volterra integral equations. First, Haar wavelets and their properties are employed to derive a general procedure for forming the stochastic operational matrix of Haar wavelets. Then, application of this stochastic operational matrix for solving stochastic Ito-Volterra integral equations is explained. The convergence and error analysis of the proposed method are investigated. Finally, the efficiency of the presented method is confirmed by some examples.

A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations

2020 ◽  
Vol 28 (3) ◽  
pp. 209-216
Author(s):  
S. Singh ◽  
S. Saha Ray
Keyword(s):  
Integral Equations ◽  
Numerical Solutions ◽  
Operational Matrix ◽  
Approximate Solutions ◽  
Volterra Integral Equations ◽  
Numerical Examples ◽  
Operational Matrix Method ◽  
Block Pulse Functions ◽  
Stochastic Operational Matrix ◽  
Block Pulse Function

AbstractIn this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Itô–Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.

Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations

2019 ◽  
Vol 17 (03) ◽  
pp. 1950007 ◽  
Author(s):  
S. Singh ◽  
S. Saha Ray
Keyword(s):  
Integral Equations ◽  
Numerical Solutions ◽  
General Procedure ◽  
Operational Matrix ◽  
Volterra Integral Equations ◽  
Algebraic Equations ◽  
Chebyshev Wavelets ◽  
System Of Integral Equations ◽  
Block Pulse Functions ◽  
Stochastic Operational Matrix

In this paper, the numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations have been obtained by second kind Chebyshev wavelets. The second kind Chebyshev wavelets are orthonormal and have compact support on [Formula: see text]. The block pulse functions and their relations to second kind Chebyshev wavelets are employed to derive a general procedure for forming stochastic operational matrix of second kind Chebyshev wavelets. The system of integral equations has been reduced to a system of nonlinear algebraic equations and solved for obtaining the numerical solutions. Convergence and error analysis of the proposed method are also discussed. Furthermore, some examples have been discussed to establish the accuracy and efficiency of the proposed scheme.

Application of Bernoulli wavelet method for estimating a solution of linear stochastic Itô-Volterra integral equations

2019 ◽  
Vol 15 (3) ◽  
pp. 575-598 ◽  
Author(s):  
Farshid Mirzaee ◽  
Nasrin Samadyar
Keyword(s):  
Integral Equations ◽  
Operational Matrix ◽  
Bernoulli Polynomials ◽  
Volterra Integral Equations ◽  
Operational Matrices ◽  
Algebraic Equations ◽  
Content Type ◽  
Stochastic Operational Matrix ◽  
Bernoulli Wavelet ◽  
Operational Matrix Of Integration

Purpose The purpose of this paper is to develop a new method based on operational matrices of Bernoulli wavelet for solving linear stochastic Itô-Volterra integral equations, numerically. Design/methodology/approach For this aim, Bernoulli polynomials and Bernoulli wavelet are introduced, and their properties are expressed. Then, the operational matrix and the stochastic operational matrix of integration based on Bernoulli wavelet are calculated for the first time. Findings By applying these matrices, the main problem would be transformed into a linear system of algebraic equations which can be solved by using a suitable numerical method. Also, a few results related to error estimate and convergence analysis of the proposed scheme are investigated. Originality/value Two numerical examples are included to demonstrate the accuracy and efficiency of the proposed method. All of the numerical calculation is performed on a personal computer by running some codes written in MATLAB software.

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