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
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
