An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
Authors
Abstract:
This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method.
similar resources
Rationalized Haar Wavelet Bases to Approximate Solution of Nonlinear Volterra-Fredholm-Hammerstein Integral Equations with Error Analysis
Analytical solutions of integral equations, either do not exist or are hard to find. Due to this, many numerical methods have been developed for finding the solutions of integral equations. The use of wavelets has come to prominence during the last two decades. Wavelets can be used as analytical tools for signal processing, numerical analysis and mathematical modeling. The early works concernin...
full textA computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
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 wa...
full textA wavelet method for stochastic Volterra integral equations and its application to general stock model
In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...
full textSolution of nonlinear Volterra-Fredholm-Hammerstein integral equations via a collocation method and rationalized Haar functions
Rationalized Haar functions are developed to approximate the solution of the nonlinear Volterra–Fredholm–Hammerstein integral equations. The properties of rationalized Haar functions are first presented. These properties together with the Newton–Cotes nodes and Newton–Cotes integration method are then utilized to reduce the solution of Volterra–Fredholm–Hammerstein integral equations to the sol...
full textNumerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
This paper presents a computational method for solving stochastic ItoVolterra 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...
full textHybrid of Rationalized Haar Functions Method for Mixed Hammerstein Integral Equations
A numerical method for solving nonlinear mixed Hammerstein integral equations is presented in this paper. The method is based upon hybrid of rationalized Haar functions approximations. The properties of hybrid functions which are the combinations of block-pulse functions and rationalized Haar functions are first presented. The Newton-Cotes nodes and Newton-Cotes integration method are then util...
full textMy Resources
Journal title
volume 6 issue None
pages 39- 52
publication date 2016-11
By following a journal you will be notified via email when a new issue of this journal is published.
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023