基于最小二乘法和哈尔小波的随机Itô-Volterra积分方程的数值解  

Numerical solution of stochastic Itô-Volterra integral equation based on the least square method and Haar wavelet

作　　者：柯婷 姜国 邓梦婷 KE Ting;JIANG Guo;DENG Meng-ting(College of Mathematics and Statistics, Hubei Normal University,Huangshi 435002,China)

机构地区：[1]湖北师范大学数学与统计学院,湖北黄石435002

出　　处：《湖北师范大学学报（自然科学版）》2021年第2期13-20,共8页Journal of Hubei Normal University：Natural Science

摘　　要：提出一种结合最小二乘法和哈尔小波函数的方法求解随机积分方程。将Itô-Volterra积分方程化为线性代数方程组,并且证明了该方法的误差分析。同时,数值算例验证了该方法的有效性和准确性。In this paper,a method based on the least square and Haar wavelet is proposed to solve the stochastic Itô-Volterra integral equation.Itô-Volterra integral equation is transformed into linear algebraic equations,and the error analysis is proved.At the same time,a numerical example verifies the effectiveness and precision of the method.

关 键 词：VOLTERRA积分方程 模块脉冲函数 哈尔小波 最小二乘法 

分 类 号：O241.83[理学—计算数学]