A Numerical Method for Solving Stochastic Volterra-Fredholm Integral Equation

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Momenzade N.; Vahidi A.R.; Babolian E.

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Journal Paper

Paper Information

Journal: Iranian Journal of Mathematical Sciences and Informatics Year:2023 | Volume:18 | Issue:1 Page(s): 145-164

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Information Journal Paper

Title

A Numerical Method for Solving Stochastic Volterra-Fredholm Integral Equation

Author(s)

Momenzade N. | Vahidi A.R. | Babolian E. | Issue Writer Certificate

Keywords

Generalized hat functions

Improved hat functions

Stochastic operational matrix

Stochastic Volterra-Fredholm integral equation

Brownian motion

Abstract

In this paper, we propose a numerical method based on the Generalized hat functions (GHFs) and Improved hat functions (IHFs) to find numerical solutions for Stochastic Volterra-Fredholm integral equation. To do so, all known and unknown functions are expanded in terms of basic functions and replaced in the original equation. The operational matrices of both basic functions are calculated and embeded in the equation to achieve a linear system of equations which give the expansion coefficients of the solution. We prove that the rate of the convergence is O(h2) and O(h4) for these two different bases under some conditions. Two examples are solved and the results are compared with those of block pulse functions method (BPFs) to show the accuracy and reliability of the methods.

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