Numerical solution of Itô-Volterra integral equation by least squares method

2019 ◽  
Vol 84 (2) ◽  
pp. 591-602 ◽  
Author(s):  
M. Ahmadinia ◽  
H. Afshari A. ◽  
M. Heydari
Keyword(s):  
Integral Equation ◽  
Numerical Solution ◽  
Least Squares ◽  
Volterra Integral Equation ◽  
Least Squares Method

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.

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
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