Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations
We present a new technique for solving numerically stochastic Volterra integral equation based on modified block pulse functions. It declares that the rate of convergence of the presented method is faster than the method based on block pulse functions. Efficiency of this method and good degree of ac...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/469308 |
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| _version_ | 1850160519680360448 |
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| author | K. Maleknejad M. Khodabin F. Hosseini Shekarabi |
| author_facet | K. Maleknejad M. Khodabin F. Hosseini Shekarabi |
| author_sort | K. Maleknejad |
| collection | DOAJ |
| description | We present a new technique for solving numerically stochastic Volterra integral equation based on modified block pulse functions. It declares that the rate of convergence of the presented method is faster than the method based on block pulse functions. Efficiency of this method and good degree of accuracy are confirmed by a numerical example. |
| format | Article |
| id | doaj-art-aedadcb577ae4789af2872e4751fd439 |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-aedadcb577ae4789af2872e4751fd4392025-08-20T02:23:08ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/469308469308Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral EquationsK. Maleknejad0M. Khodabin1F. Hosseini Shekarabi2Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj, IranDepartment of Mathematics, Islamic Azad University, Karaj Branch, Karaj, IranDepartment of Mathematics, Islamic Azad University, Karaj Branch, Karaj, IranWe present a new technique for solving numerically stochastic Volterra integral equation based on modified block pulse functions. It declares that the rate of convergence of the presented method is faster than the method based on block pulse functions. Efficiency of this method and good degree of accuracy are confirmed by a numerical example.http://dx.doi.org/10.1155/2014/469308 |
| spellingShingle | K. Maleknejad M. Khodabin F. Hosseini Shekarabi Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations Journal of Applied Mathematics |
| title | Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations |
| title_full | Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations |
| title_fullStr | Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations |
| title_full_unstemmed | Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations |
| title_short | Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations |
| title_sort | modified block pulse functions for numerical solution of stochastic volterra integral equations |
| url | http://dx.doi.org/10.1155/2014/469308 |
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