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.
翻译:本文提出了一种计算方法,利用Walsh函数逼近及其运算矩阵来求解随机Volterra-Fredholm积分方程的近似解。此外,对该方法进行了收敛性与误差分析以增强其有效性。进一步地,通过若干非平凡算例,将该方法与块脉冲函数法及Haar小波法进行了数值对比。