Numerical solution of linear stochastic Volterra integral equations via new basis functions
Autor: | Tofigh Cheraghi Ali, Reza Ezzati, Morteza Khodabin |
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Rok vydání: | 2019 |
Předmět: | |
Zdroj: | Filomat. 33:5959-5966 |
ISSN: | 2406-0933 0354-5180 |
Popis: | In this article, we use a new method based on orthogonal basis functions for the numerical solution of stochastic Volterra integral equations of the second kind (SVIE). By using this method, a SVIE can be reduced to a linear system of algebraic equations. Finally, to show the efficiency of the proposed method, we give two numerical examples. |
Databáze: | OpenAIRE |
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