Numerical approximation of nonlinear stochastic Volterra integral equation based on Walsh function
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| Veröffentlicht in: | SeMA Journal vol. 81, no. 4 (Dec 2024), p. 665 |
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| 045 | 2 | |b d20241201 |b d20241231 | |
| 100 | 1 | |a Paikaray, Prit Pritam |u College of Basic Science and Humanities, Department of Mathematics, Bhubaneswar, India | |
| 245 | 1 | |a Numerical approximation of nonlinear stochastic Volterra integral equation based on Walsh function | |
| 260 | |b Springer Nature B.V. |c Dec 2024 | ||
| 513 | |a Journal Article | ||
| 520 | 3 | |a 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 is 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 the proposed method. | |
| 653 | |a Mathematical functions | ||
| 653 | |a Approximation | ||
| 653 | |a Stochastic models | ||
| 653 | |a Error analysis | ||
| 653 | |a Walsh function | ||
| 653 | |a Integral equations | ||
| 653 | |a Brownian motion | ||
| 653 | |a Inequality | ||
| 653 | |a Volterra integral equations | ||
| 653 | |a Collocation methods | ||
| 653 | |a Effectiveness | ||
| 700 | 1 | |a Parida, Nigam Chandra |u College of Basic Science and Humanities, Department of Mathematics, Bhubaneswar, India | |
| 700 | 1 | |a Beuria, Sanghamitra |u College of Basic Science and Humanities, Department of Mathematics, Bhubaneswar, India | |
| 700 | 1 | |a Nikan, Omid |u Iran University of Science and Technology, School of Mathematics and Computer Science, Tehran, Iran (GRID:grid.411748.f) (ISNI:0000 0001 0387 0587) | |
| 773 | 0 | |t SeMA Journal |g vol. 81, no. 4 (Dec 2024), p. 665 | |
| 786 | 0 | |d ProQuest |t Science Database | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/3257091124/abstract/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch |
| 856 | 4 | 0 | |3 Full Text |u https://www.proquest.com/docview/3257091124/fulltext/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch |
| 856 | 4 | 0 | |3 Full Text - PDF |u https://www.proquest.com/docview/3257091124/fulltextPDF/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch |