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

	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، 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
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
آمار تعداد مشاهده مقاله: 44,102 تعداد دریافت فایل اصل مقاله: 51,438

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