首页> 中文期刊> 《理论数学进展(英文)》 >Numerical Solution of Two-Dimensional Nonlinear Stochastic Ito-Volterra Integral Equations by Applying Block Pulse Functions

Numerical Solution of Two-Dimensional Nonlinear Stochastic Ito-Volterra Integral Equations by Applying Block Pulse Functions

         

摘要

This paper investigates the numerical solution of two-dimensional nonlinear stochastic Itô-Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed into a set of algebraic equations by operational matrix of block pulse functions. Then, we give error analysis and prove that the rate of convergence of this method is efficient. Lastly, a numerical example is given to confirm the method.

著录项

相似文献

  • 中文文献
  • 外文文献
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号