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.
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We would like to thank Professor Mokhtar Abbasi and anonymous referees for their valuable comments and suggestions, which helped us to considerably improve the manuscript.
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Ahmadinia, M., A., H.A. & Heydari, M. Numerical solution of Itô-Volterra integral equation by least squares method. Numer Algor 84, 591–602 (2020). https://doi.org/10.1007/s11075-019-00770-2
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DOI: https://doi.org/10.1007/s11075-019-00770-2