Numerical Approximation of Stochastic Volterra-Fredholm Integral Equation using Walsh Function

Authors Prit Pritam Paikaray, Sanghamitra Beuria, Nigam Chandra Parida

Publication date 26 May 2023

Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Abstract: In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error analysis of the method is carried out to strengthen the validity of the method. Furthermore, the method is numerically compared to the block pulse function method and the Haar wavelet method for some non-trivial examples.

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