Haar Wavelet Based Numerical Method for the Solution of Multidimensional Stochastic Integral Equations

摘要

In this paper, we develop an accurate and efficient Haar wavelet based numerical method for the solution of Multidimensional Stochastic Integral equations. Initially, we study the properties of stochastic integral equations and Haar wavelets. Then, Haar wavelets operational matrix of integration and Haar wavelets stochastic operational matrix of integration are developed. Convergence and error analysis of the Stochastic Haar wavelet method is presented for the solution of Multi-dimensional Stochastic Integral equations. Efficiency of the proposed method is justified through the illustrative examples.