Volume 18, Issue 1 (4-2023)
IJMSI 2023, 18(1): 145-164 |
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Momenzade N, Vahidi A R, Babolian E. A Numerical Method for Solving Stochastic Volterra-Fredholm Integral Equation. IJMSI 2023; 18 (1) :145-164
URL: http://ijmsi.ir/article-1-1440-en.html
URL: http://ijmsi.ir/article-1-1440-en.html
Abstract:
In this paper, we propose a numerical method based on the generalized hat functions (GHFs) and improved hat functions (IHFs) to find numerical solutions for stochastic Volterra-Fredholm integral equation. To do so, all known and unknown functions are expanded in terms of basic functions and replaced in the original equation. The operational matrices of both basic functions are calculated and embeded in the equation to achieve a linear system of equations which give the expansion coefficients of the solution. We prove that the rate of the convergence is O(h2) and O(h4) for these two different bases under some conditions. Two examples are solved and the results are compared with those of block pulse functions method (BPFs) to show the accuracy and reliability of the methods.
Keywords: Generalized hat functions, Improved hat functions, Stochastic operational matrix, Stochastic Volterra-Fredholm integral equation, Brownian motion.
Type of Study: Research paper |
Subject:
General
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