New Search

Export article
Open Access

Bernoulli Wavelets Operational Matrices Method for the Solution of Nonlinear Stochastic Itô-Volterra Integral Equations

Earthline Journal of Mathematical Sciences , Volume 5, pp 395-410; doi:10.34198/ejms.5221.395410

Abstract: This article gives an effective strategy to solve nonlinear stochastic Itô-Volterra integral equations (NSIVIE). These equations can be reduced to a system of nonlinear algebraic equations with unknown coefficients, using Bernoulli wavelets, their operational matrix of integration (OMI), stochastic operational matrix of integration (SOMI) and these equations can be solved numerically. Error analysis of the proposed method is given. Moreover, the results obtained are compared to exact solutions with numerical examples to show that the method described is accurate and precise.
Keywords: stochastic / nonlinear / Matrix / Volterra / solutions / algebraic / Somi / Itô / NSIVIE

Scifeed alert for new publications

Never miss any articles matching your research from any publisher
  • Get alerts for new papers matching your research
  • Find out the new papers from selected authors
  • Updated daily for 49'000+ journals and 6000+ publishers
  • Define your Scifeed now

Share this article

Click here to see the statistics on "Earthline Journal of Mathematical Sciences" .
References (22)
    Back to Top Top