Numerical solution of nonlinear stochastic Itô–Volterra integral equation by stochastic modified hat function operational matrices

In this article, we present a numerical method to approximate for solving nonlinear Stochastic Itô–Volterra integral equations. This method is based on the modification of hat functions (MHFs) that introduce an operational matrix of integration. This reduces solving algebraic equations by using this...

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Detalhes bibliográficos
Main Authors: Fatemeh Sharafi, Behrooz Basirat
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier 2022-05-01
Colecção:Results in Applied Mathematics
Assuntos:
Stochastic Itô–Volterra integral equations
Stochastic operational matrix
Modification of hat functions
Error analysis
Acesso em linha:http://www.sciencedirect.com/science/article/pii/S2590037422000152
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