Chebyshev Wavelets for the numerical solution of stochastic Volterra integral equations by the least square method.

Document Type: Research Paper

Authors

1 Department of Mathematics, University of ًQom, Qom, Iran

2 Department of Mathematics, University of Qom, Qom, Iran.

3 Department of Mathematics, University of Qom, Qom, Iran

10.22072/wala.2019.102484.1216

Abstract

This paper presents an approximate method for solving Ito-Volterra integral equations by Chebyshev wavelets and the least square method. The ito-Volterra integral equation has been converted to a linear system of equations that the error analysis of the proposed method has been presented and the convergence rate has been proven. The numerical examples show the accuracy and efficiency of the method with respect to the
stochastic operational matrix method as well.

Keywords