موجک‌های چبیشف برای حل عددی معادلات انتگرال تصادفی ولترا با‌ روش کمترین مربعات

Document Type : Research Paper

Authors

گروه ریاضی، دانشکده علوم پایه، دانشگاه قم، قم، ایران

10.22072/wala.2019.102484.1216

Abstract

این مقاله با استفاده  از  موجک چبیشف و روش کمترین مربعات، یک روش تقریبی برای  حل معادله انتگرال ایتو-ولترا ارائه می‌دهد. معادله انتگرال ایتو-ولترا با روش کمترین مربعات به‌وسیله موجک چبیشف به یک دستگاه معادلات خطی تبدیل می‌شود که آنالیز خطای روش پیشنهادی، ارائه شده و  سرعت همگرایی  نیز اثبات شده است. همچنین مثال‌های عددی میزان دقت و کارآمدی این روش را  نسبت به روش ماتریس عملیاتی تصادفی نشان می‌دهند.

Keywords


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