Numerical implementation a stochastic operational matrix based on triangular functions for solving a stochastic nonlinear differential equation

ZAHRA, SADATI (2015) Numerical implementation a stochastic operational matrix based on triangular functions for solving a stochastic nonlinear differential equation. In: Third International Conference on Advances in Applied Science and Environmental Engineering - ASEE 2015, 11-12 APRIL 2015, Kuala Lumpur, Malaysia.

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Abstract

In this paper, an efficient method to determine a numerical solution of a stochastic nonlinear differential equation (SNDE) is proposed. The method is illustrated by using a stochastic operational matrix based on the triangular functions (TFs). In this proposed method, the SNDE is reduced to a stochastic nonlinear system of equations and unknowns. Then, the error analysis is demonstrated by using some preliminaries. Finally, the method is evaluated with some numerical examples..

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Triangular functions, Standard Brownian motion, Stochastic operational matrix, Stochastic nonlinear differential equations, Collocation method
Depositing User: Mr. John Steve
Date Deposited: 07 May 2019 10:14
Last Modified: 07 May 2019 10:14
URI: http://publications.theired.org/id/eprint/2003

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