scholarly journals Numerical Solution of a Non-Linear Volterra Integral Equation

2015 ◽  
Vol 44 (1) ◽  
pp. 5-28 ◽  
Author(s):  
K. Maleknejad ◽  
P. Torabi ◽  
S. Sauter
Keyword(s):  
Integral Equation ◽  
Numerical Solution ◽  
Volterra Integral Equation ◽  
Non Linear

scholarly journals Numerical Solution of Multidimensional Stochastic Itô-Volterra Integral Equation Based on the Least Squares Method and Block Pulse Function

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Ting Ke ◽  
Guo Jiang ◽  
Mengting Deng
Keyword(s):  
Integral Equation ◽  
Error Analysis ◽  
Numerical Solution ◽  
Least Squares ◽  
Algebraic Equation ◽  
Volterra Integral Equation ◽  
Linear Algebraic Equation ◽  
Least Squares Method ◽  
Numerical Examples ◽  
Block Pulse Function

In this paper, a method based on the least squares method and block pulse function is proposed to solve the multidimensional stochastic Itô-Volterra integral equation. The Itô-Volterra integral equation is transformed into a linear algebraic equation. Furthermore, the error analysis is given by the isometry property and Doob’s inequality. Numerical examples verify the effectiveness and precision of this method.

Sign in / Sign up

Export Citation Format

Share Document