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Numerical Algorithms
Erschienen in: Numerical Algorithms 2/2020

16.07.2019 | Original Paper

Numerical solution of Itô-Volterra integral equation by least squares method

verfasst von: M. Ahmadinia, H. Afshari A., M. Heydari

Erschienen in: Numerical Algorithms | Ausgabe 2/2020

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Abstract

This paper presents a computational method based on least squares method and block pulse functions for solving Itô-Volterra integral equation. The Itô-Volterra integral equation is converted to a linear system of algebraic equations by the least squares method on the block pulse functions. The error analysis of the proposed method is investigated by providing theorems. Numerical examples show the accuracy and reliability of the presented method. The numerical results confirm that the presented method is more accurate than the block pulse functions operational matrix method.
Vorheriger Artikel Global uniqueness and solvability of tensor complementarity problems for -tensors
Nächster Artikel Further comment on another hybrid conjugate gradient algorithm for unconstrained optimization by Andrei

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Metadaten
Titel
Numerical solution of Itô-Volterra integral equation by least squares method
verfasst von
M. Ahmadinia
H. Afshari A.
M. Heydari
Publikationsdatum
16.07.2019
Verlag
Springer US
Erschienen in
Numerical Algorithms / Ausgabe 2/2020
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-019-00770-2

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