Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

سال انتشار: 1396
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 125

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شناسه ملی سند علمی:

JR_IJNAA-8-2_016

تاریخ نمایه سازی: 11 آذر 1401

چکیده مقاله:

In this article, a new numerical method based on triangular functions for solving  nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It\^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.

کلیدواژه ها:

Brownian motion ، It^{o} integral ، Nonlinear stochastic differential equation ، Stochastic operational matrix ، Triangular function

نویسندگان

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Department of Engineering,~Abhar Branch,~Islamic Azad University, Abhar, Iran

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Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran