Spectral and discrete approximations to stochastic Fredholm integral equations
Date
1996-05
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Texas Tech University
Abstract
In this paper two numerical methods, a discrete difference and a spectral method, are given to solve a stochastic Fredholm integral equation. Theoretical support is provided to show that a solution does exist to the equation, and that both methods converge to this solution. In addition, three numerical examples are provided, one that uses only the difference method and two that use both methods, to show that both methods do approximate the solution to the problem.
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Availability
Unrestricted.
Keywords
Stochastic approximation, Fredhom equations, Stochastic integral equations