application of new basis functions for solve nonlinear stochastic differential equations
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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 areused 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.
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Journal title:
international journal of nonlinear analysis and applicationsPublisher: semnan university
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issue Articles in Press 2016
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