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Numerical study of stochastic Volterra–Fredholm integral equations by using second kind Chebyshev wavelets

  • Fakhrodin Mohammadi EMAIL logo and Parastoo Adhami
Published/Copyright: May 1, 2016

Abstract

In this paper, we present a computational method for solving stochastic Volterra–Fredholm integral equations which is based on the second kind Chebyshev wavelets and their stochastic operational matrix. Convergence and error analysis of the proposed method are investigated. Numerical results are compared with the block pulse functions method for some non-trivial examples. The obtained results reveal efficiency and reliability of the proposed wavelet method.

MSC: 60H20; 65T60

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Received: 2015-5-30
Accepted: 2016-3-17
Published Online: 2016-5-1
Published in Print: 2016-6-1

© 2016 by De Gruyter

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