Numerical solution of stochastic integral equations using CAS wavelets

Abstract

In this paper, the CAS wavelets stochastic operational matrix method is developed for the numerical solution of stochastic integral equations. Properties of CAS wavelets and its function approximation are discussed. Firstly, the CAS wavelets stochastic operational matrix of integration is generated. This stochastic operational matrix is employed for solving stochastic integral equations. Next, this technique converts the stochastic integral equation into system of algebraic equations and then solving these equations we obtain the CAS wavelet coefficients. The accuracy of the proposed method is justified through the Illustrative example and the obtained solutions are compared with those of exact solutions. Error analysis is presented to show the efficiency of the proposed method.