Numerical solutions of stochastic delay integro-differential equations by block pulse functions

This paper presents an efficient numerical method for solving nonlinear stochastic delay integrodifferential equations based on block pulse functions. Firstly, the equation is transformed into an algebraic system by the integral delay operator matrixes of block pulse functions. Then, error analysis is conducted on the method. Finally, some numerical examples are provided to validate the method. This work provides numerical solutions for the stochastic delay integro-differential equations by global approximation method. This method has the advantages of simple calculation and higher error accuracy.