Numerical Approximation of Stochastic Volterra-Fredholm Integral Equation using Walsh Function
Numerical Analysis
2023-05-29 v1 Numerical Analysis
Probability
Abstract
In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error analysis of the method is carried out to strengthen the validity of the method. Furthermore, the method is numerically compared to the block pulse function method and the Haar wavelet method for some non-trivial examples.
Cite
@article{arxiv.2305.16678,
title = {Numerical Approximation of Stochastic Volterra-Fredholm Integral Equation using Walsh Function},
author = {Prit Pritam Paikaray and Sanghamitra Beuria and Nigam Chandra Parida},
journal= {arXiv preprint arXiv:2305.16678},
year = {2023}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2305.00823