A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations

Document Type: Research Paper

Author

Hormozgan University

Abstract

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the block pulse functions method.

Keywords


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