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Mathematics > Numerical Analysis

Title: A new numerical technique based on Chelyshkov polynomials for solving two-dimensional stochastic Itô-Volterra Fredholm integral equation

Abstract: In this paper, a two-dimensional operational matrix method based on Chelyshkov polynomials is implemented to numerically solve the two-dimensional stochastic It\^o-Volterra Fredholm integral equations. These equations arise in several problems such as an exponential population growth model with several independent white noise sources. In this paper a new stochastic operational matrix has been derived first time ever by using Chelyshkov polynomials. After that, the operational matrices are used to transform the It\^o-Volterra Fredholm integral equation into a system of linear algebraic equations by using Newton cotes nodes as collocation point that can be easily solved. Furthermore, the convergence and error bound of the suggested method are well established. In order to illustrate the effectiveness, plausibility, reliability, and applicability of the existing technique, two typical examples have been presented.
Subjects: Numerical Analysis (math.NA)
Cite as: arXiv:2312.00020 [math.NA]
  (or arXiv:2312.00020v1 [math.NA] for this version)

Submission history

From: Reema Gupta [view email]
[v1] Tue, 7 Nov 2023 11:26:54 GMT (3094kb,D)

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