Using block-pulse basis functions for solving the stochastic fractional integral equations with respect to fractional Brownian motion numerically
Year: 2025
Type: article
Abstract: The current study pursues the specific goal of determining the approximate solution of the linear stochastic fractional Itô-Volterra integral equations which has been caused by fractional Brownian motion under Hurst parameter $0 < H< 1$ , using a numerical approach. The obtained results are based on a stochastic operational matrix of integration on generalized block-pulse basis function. In fact, we transform the equation to a linear system of algebraic equations via a lower triangular coefficients matrix from the equation, and get an approximation solution with accuracy of order $O(h^{2})$ by solving it. Then the error analysis is revealed by some theorems and definitions. Finally, an application exhibits applicability and accuracy of the method numerical.
Source: Boundary Value Problems
Institutions: Islamic Azad University, Karaj, Bu-Ali Sina University
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $1,890
OpenAlex ID: W4413411772