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Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function

Guardado en:
Publicado en:arXiv.org (May 1, 2023), p. n/a
Autor principal: Prit Pritam Paikaray
Otros Autores: Beuria, Sanghamitra, Parida, Nigam Chandra
Publicado:
Cornell University Library, arXiv.org
Materias:
Exact solutions
Error analysis
Walsh function
Approximation
Volterra integral equations
Acceso en línea:Citation/Abstract
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Resumen:This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of the proposed method for stochastic Volterra integral equations with Lipschitz functions are presented. Numerous examples with available analytical solutions demonstrate that the proposed method solves linear stochastic Volterra integral equations more precisely than existing techniques. In addition, the numerical behaviour of the method for a problem with no known analytical solution is demonstrated.
ISSN:2331-8422
Fuente:Engineering Database