Title of article
Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
Author/Authors
Asgari, Mahnaz Department of Mathematics - Karaj Branch - Islamic Azad University, Karaj , Khodabin, Morteza Department of Mathematics - Karaj Branch - Islamic Azad University, Karaj
Pages
11
From page
169
To page
179
Abstract
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.
Keywords
Brownian motion , Stochastic operational matrix , Triangular function , It^o integral
Journal title
Astroparticle Physics
Serial Year
2017
Record number
2442307
Link To Document