Numerical solution of linear stochastic Volterra integral equations via new basis functions | Zendy

Tofigh Cheraghi | Zendy; M. Khodabin | Zendy; R. Ezzati | Zendy

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Numerical solution of linear stochastic Volterra integral equations via new basis functions

Author(s) -

Tofigh Cheraghi,

M. Khodabin,

R. Ezzati

Publication year - 2019

Publication title -

filomat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.449

H-Index - 34

eISSN - 2406-0933

pISSN - 0354-5180

DOI - 10.2298/fil1918959c

Subject(s) - mathematics , volterra integral equation , algebraic equation , integral equation , basis (linear algebra) , numerical analysis , basis function , algebraic number , volterra equations , mathematical analysis , nonlinear system , geometry , physics , quantum mechanics

In this article, we use a new method based on orthogonal basis functions for the numerical solution of stochastic Volterra integral equations of the second kind (SVIE). By using this method, a SVIE can be reduced to a linear system of algebraic equations. Finally, to show the efficiency of the proposed method, we give two numerical examples.

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