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Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 16، دوره 8، شماره 2، اسفند 2017، صفحه 169-179 اصل مقاله (371.35 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2017.1023.1198 | ||
| نویسندگان | ||
| Mahnaz Asgari* 1؛ Morteza khodabin2 | ||
| 1Department of Engineering,~Abhar Branch,~Islamic Azad University, Abhar, Iran | ||
| 2Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran | ||
| تاریخ دریافت: 01 آذر 1394، تاریخ بازنگری: 01 خرداد 1396، تاریخ پذیرش: 14 خرداد 1396 | ||
| چکیده | ||
| 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. | ||
| کلیدواژهها | ||
| Brownian motion؛ It^{o} integral؛ Nonlinear stochastic differential equation؛ Stochastic operational matrix؛ Triangular function | ||
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