A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
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Abstract:
A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the block pulse functions method.
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Journal title
volume 3 issue 1
pages 13- 25
publication date 2016-06-01
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