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Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function

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Publicado en:arXiv.org (Jul 18, 2023), p. n/a
Autor principal: Prit Pritam Paikaray
Otros Autores: Parida, Nigam Chandra, Beuria, Sanghamitra, Nikan, Omid
Publicado:
Cornell University Library, arXiv.org
Materias:
Error analysis
Mathematical analysis
Walsh function
Numerical methods
Volterra integral equations
Collocation methods
Approximation
Acceso en línea:Citation/Abstract
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Resumen:This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms the integral equation into a system of algebraic equations, which allows for the derivation of an approximate solution. Error analysis has been performed, confirming the effectiveness of the proposed method, which results in a linear order of convergence. Numerical examples are provided to illustrate the precision and effectiveness of this proposed method.
ISSN:2331-8422
Fuente:Engineering Database