Spectral and discrete approximations to stochastic Fredholm integral equations

Date

1996-05

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.

Description

Rights

Availability

Unrestricted.

Keywords

Stochastic approximation, Fredhom equations, Stochastic integral equations

Citation