Imagen de Portada

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
Full text outside of ProQuest
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!

MARC

LEADER 00000nab a2200000uu 4500
001 2808433376
003 UK-CbPIL
022 |a 2331-8422 
035 |a 2808433376 
045 0 |b d20230501 
100 1 |a Prit Pritam Paikaray 
245 1 |a Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function 
260 |b Cornell University Library, arXiv.org  |c May 1, 2023 
513 |a Working Paper 
520 3 |a 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. 
653 |a Exact solutions 
653 |a Error analysis 
653 |a Walsh function 
653 |a Approximation 
653 |a Volterra integral equations 
700 1 |a Beuria, Sanghamitra 
700 1 |a Parida, Nigam Chandra 
773 0 |t arXiv.org  |g (May 1, 2023), p. n/a 
786 0 |d ProQuest  |t Engineering Database 
856 4 1 |3 Citation/Abstract  |u https://www.proquest.com/docview/2808433376/abstract/embedded/75I98GEZK8WCJMPQ?source=fedsrch 
856 4 0 |3 Full text outside of ProQuest  |u http://arxiv.org/abs/2305.00823