کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
473159 | 698775 | 2012 | 11 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: A numerical method for solving mm-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix A numerical method for solving mm-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix](/preview/png/473159.png)
The multidimensional Itô–Volterra integral equations arise in many problems such as an exponential population growth model with several independent white noise sources. In this paper, we obtain a stochastic operational matrix of block pulse functions on interval [0,1)[0,1) to solve m-dimensional stochastic Itô–Volterra integral equations. By using block pulse functions and their stochastic operational matrix of integration, mm-dimensional stochastic Itô–Volterra integral equations can be reduced to a linear lower triangular system which can be directly solved by forward substitution. We prove that the rate of convergence is O(h)O(h). Furthermore, a 95% confidence interval of the errors’ mean is made, the results shows that the approximate solutions have a credible degree of accuracy.
Journal: Computers & Mathematics with Applications - Volume 63, Issue 1, January 2012, Pages 133–143