APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC FREDHOLM INTEGRAL EQUATION BY APPLYING THE HAAR WAVELET

Subject Areas : International Journal of Mathematical Modelling & Computations

Morteza Khodabin ¹ , Khosrow Maleknejad ² , Mohsen Fallahpour ³

1 - Karaj Branch, Islamic Azad University Iran, Islamic Republic of
2 - Iran, Islamic Republic of
3 - Iran, Islamic Republic of

Received: 2016-04-15 Accepted : 2016-04-15 Published : 2015-03-21

Keywords: Haar wavelet, Two-dimensional stochastic Fredholm integral equation, Brownian motion process,

Abstract :

In this paper, we introduce anefficient method based on Haar wavelet to approximate a solutionfor the two-dimensional linear stochastic Fredholm integralequation. We also give an example to demonstrate the accuracy ofthe method.

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