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

  • Authors

    • Fakhrodin Mohammadi Hormozgan University
    2015-03-07
    https://doi.org/10.14419/ijamr.v4i2.4302
  • Chebyshev wavelets‎, ‎Ito integral‎, ‎Brownian motion process‎, ‎Stochastic Volterra-Fredholm integral equations‎, ‎Stochastic operational matrix.

  • 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.

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  • How to Cite

    Mohammadi, F. (2015). A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations. International Journal of Applied Mathematical Research, 4(2), 217-227. https://doi.org/10.14419/ijamr.v4i2.4302