Application of new basis functions for solving nonlinear stochastic differential equations
Publish Year: 1395
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJNAA-7-2_005
تاریخ نمایه سازی: 11 آذر 1401
Abstract:
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.
Keywords:
New basis functions , Standard Brownian motion , Stochastic operational matrix , Nonlinear stochastic differential equations
Authors
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Department of Mathematics, khomein Branch, Islamic Azad University, khomein, Iran