The Petrov-Galerkin Method for Numerical Solution of Stochastic Volterra Integral Equations
نویسندگان
چکیده
In this paper, we introduce the Petrov-Galerkin method for solution of stochastic Volterra integral equations. Here, we use continues Lagrange-type k-0 elements, since these elements have simple structure and via them, the solution of stochastic Volterra integral equation is reduced to algebraic equations. Also the error analysis of this method is done. In Comparison with other methods, this method has less computation.
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