| 基于Haar小波的非线性随机Ito-Volterra积分方程的数值解 |
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| 引用本文： | 默秋叶,王利.基于Haar小波的非线性随机Ito-Volterra积分方程的数值解[J].北京化工大学学报(自然科学版),2020,47(1):113-117. |
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| 作者姓名： | 默秋叶 王利 |
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| 作者单位： | 北京化工大学 数理学院, 北京 100029 |
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| 摘 要： | 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。
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| 关 键 词： | 非线性随机Ito-Volterra积分方程 Haar小波 随机积分算子矩阵 |
| 收稿时间： | 2019-06-27 |
Haar wavelets for the numerical solution of nonlinear stochastic Ito-Volterra integral equations |
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| MO QiuYe,WANG Li.Haar wavelets for the numerical solution of nonlinear stochastic Ito-Volterra integral equations[J].Journal of Beijing University of Chemical Technology,2020,47(1):113-117. |
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| Authors: | MO QiuYe WANG Li |
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| Institution: | College of Mathematics and Physics, Beijing University of Chemical Technology, Beijing 100029, China |
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| Abstract: | This paper introduces a calculation method for solving nonlinear stochastic Ito-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. |
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| Keywords: | nonlinear stochastic Ito-Volterra integral equations Haar wavelets stochastic integration operational matrix |
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