Numerical Implementation of Triangular Functions for Solving a Stochastic Nonlinear Volterra-Fredholm Integral Equation
نویسنده
چکیده
This paper presents a numerical method for solving the stochastic nonlinear volterra-fredholm integral equation (SNVFIE) driven by a standard Brownian motion (SBM). The method is illustrated via a stochastic operational matrix (SOM) based on the triangular functions (TFs) in combination with the collocation method. With using this approach, the SNVFIE reduces to a stochastic nonlinear system of 3m + 3 equations and 3m + 3 unknowns. In addition, the error analysis and some numerical examples are provided to demonstrate the applicability and accuracy of this method.
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