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Application of new basis functions for solving nonlinear stochastic differential equations | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 5، دوره 7، شماره 2، اسفند 2016، صفحه 59-68 اصل مقاله (339.94 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2016.450 | ||
| نویسنده | ||
| Zahra Sadati* | ||
| Department of Mathematics, khomein Branch, Islamic Azad University, khomein, Iran | ||
| تاریخ دریافت: 29 اردیبهشت 1393، تاریخ بازنگری: 20 شهریور 1393، تاریخ پذیرش: 14 مرداد 1394 | ||
| چکیده | ||
| This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error analysis is proved. Finally, numerical examples illustrate applicability and accuracy of the presented method. | ||
| کلیدواژهها | ||
| New basis functions؛ Standard Brownian motion؛ Stochastic operational matrix؛ Nonlinear stochastic differential equations | ||
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