Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions

In this paper, we introduce an efficient method based on two-dimensional block-pulse functions (2D-BPFs) to approximate the solution of the 2D-linear stochastic Volterra-Fredholm integral equation. Also, we present convergence analysis of the proposed method. Illustrative examples are included to de...

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Published in:Cogent mathematics 2017-01, Vol.4 (1), p.1296750
Main Authors: Fallahpour, M., Khodabin, M., Maleknejad, K.
Format: Article
Language:English
Subjects:
2D-integral equation
45Axx
45Bxx
45Dxx
65C20
65Gxx
block-pulse functions
Brownian motion process
Error analysis
Integral equations
Ito integral
operational matrix
stochastic integral equation
Volterra-Fredholm integral equation
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creator Fallahpour, M.
Khodabin, M.
Maleknejad, K.
description In this paper, we introduce an efficient method based on two-dimensional block-pulse functions (2D-BPFs) to approximate the solution of the 2D-linear stochastic Volterra-Fredholm integral equation. Also, we present convergence analysis of the proposed method. Illustrative examples are included to demonstrate the validity and applicability of the proposed method.
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subjects 2D-integral equation
45Axx
45Bxx
45Dxx
65C20
65Gxx
block-pulse functions
Brownian motion process
Error analysis
Integral equations
Ito integral
operational matrix
stochastic integral equation
Volterra-Fredholm integral equation
title Theoretical error analysis and validation in numerical solution of two-dimensional linear stochastic Volterra-Fredholm integral equation by applying the block-pulse functions
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