Solving system of linear Stratonovich Volterra integral equations via modification of hat functions

Abstract

This paper proposes an efficient method for solving system of linear Stratonovich Volterra integral equations. Stochastic operational matrix of modification of hat functions (MHFs) is determined. By using MHFs and their stochastic operational matrix of integration, a system of linear Stratonovich Volterra integral equations can be reduced to a linear system of algebraic equations. Thus we can solve the problem by direct methods. Also, we prove that the rate of convergence is O(h3). Efficiency of this method and good degree of accuracy are confirmed by numerical examples.