Application of new basis functions for solving nonlinear stochastic differential equations

	Application of new basis functions for solving nonlinear stochastic differential equations
International Journal of Nonlinear Analysis and Applications
مقاله 5، دوره 7، شماره 2، 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
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
آمار تعداد مشاهده مقاله: 47,816 تعداد دریافت فایل اصل مقاله: 57,695

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