Work

A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations

Year: 2015
Type: article
Abstract: In this paper‎, ‎the stochastic operational matrix of Ito -integration for the Chebyshev wavelets is applied for solving stochastic Volterra-Fredholm integral equations‎. ‎The main characteristic of the presented method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations‎. ‎Convergence and error analysis of the Chebyshev wavelets basis is considered‎. ‎The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the other existing methods.
Language: English
Open Access status: diamond
OpenAlex ID: W2066451663
FWCI: 2.315
Cites: 22
Cited by: 18
Related to: 10