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Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
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نویسنده
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asgari mahnaz ,khodabin morteza
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منبع
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international journal of nonlinear analysis and applications - 2017 - دوره : 8 - شماره : 2 - صفحه:169 -179
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چکیده
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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 effciency of the method are presented.
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کلیدواژه
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Brownian motion; It^o integral; Nonlinear stochastic differential equation; Stochastic operational matrix; Triangular function
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آدرس
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islamic azad university, abhar branch, department of engineering, Iran. islamic azad university, karaj branch, department of mathematics, Iran, islamic azad university, karaj branch, department of mathematics, Karaj
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پست الکترونیکی
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m-khodabin@kiau.ac.ir
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Authors
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