Abstract
This paper presents a numerical method based on the least squares method and the second kind Chebyshev wavelets for solving the multi-dimensional Itô Volterra integral equations. The multi-dimensional Itô Volterra integral equation is converted to a non-square linear system of equations by Clenshaw-Curtis quadrature rules, then the least squares solution is obtained by the QR factorization method. As the multi-dimensional Itô Volterra integral equations are computationally intensive, we have used the parallel computing process to find the numerical solutions with reduced computation time. The convergence rate of the presented method is proven. Numerical results show the reliability and efficiency of the presented method.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
