application of block pulse functions to approximate solution of stochastic delayed differential equations

The following paper introduces an analytic scheme for solving stochastic delayed differential equations via block palse functions. we present some preliminaries of block pulse functions and their related operational matrix of integration. this orthogonal basis function reduces the computation complexity of the stochastic delayed differential equations to a linear lower triangular system of algebraic equations which can be solved by forward substitution like lu decomposition method. then the order of convergence of the suggested method has been discussed. error analysis of two visual samples are mentioned to show the effectiveness of the suggested procedure. the following paper introduces an analytic scheme for solving stochastic delayed differential equations via block palse functions. we present some preliminaries of block pulse functions and their related operational matrix of integration. this orthogonal basis function reduces the computation complexity of the stochastic delayed differential equations to a linear lower triangular system of algebraic equations which can be solved by forward substitution like lu decomposition method. then the order of convergence of the suggested method has been discussed. error analysis of two visual samples are mentioned to show the effectiveness of the suggested procedure.