多维随机Itô-Volterra积分方程数值解的随机操作矩阵法

IF 0.3 Q4 STATISTICS & PROBABILITY
S. Singh, S. Ray
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引用次数: 1

摘要

摘要本文将混合勒让德块脉冲函数用于确定多维随机It–Volterra积分方程的近似解。使用块脉冲函数和所提出的方案来推导获得随机运算矩阵的方法。讨论了该方案的误差和收敛性分析。提供了一个简短的讨论,包括数值例子,以证明上述方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations
Abstract In this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Itô–Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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