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

摘要

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.