基于Haar小波的非线性随机Ito-Volterra积分方程的数值解

Haar wavelets for the numerical solution of nonlinear stochastic It o-Volterra integral equations

提出一种非线性随机Ito-Volterra积分方程的数值解方法。首先了解Haar小波的构造,然后利用Haar小波的随机积分算子矩阵将目标方程转化为非线性代数方程,从而得到方程的数值解,最后讨论了目标方法的误差分析。

This paper introduces a calculation method for solving nonlinear stochastic It o-Volterra integral equations.Haar wavelets are first introduced,and then the target equation is transformed into a nonlinear algebraic equation by using the Haar wavelets stochastic integration operational matrix,so that the numerical solution of the equation can be obtained.Finally,we provide an error analysis of the proposed method.